| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7383085 | Physica A: Statistical Mechanics and its Applications | 2011 | 7 Pages |
Abstract
⺠For better risk management, we clean the correlation matrix by removing the market mode and construct stock network based on residuals. ⺠We studied the topological structure of TSE network based on the threshold method and found only one major giant component. ⺠Also, by increasing the threshold the systemic risk decreases.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
A. Namaki, A.H. Shirazi, R. Raei, G.R. Jafari,