Title of article
Characteristics of networks in financial markets Original Research Article
Author/Authors
Kyungsik Kim، نويسنده , , Soo Yong Kim، نويسنده , , Deock-Ho Ha، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2007
Pages
2
From page
184
To page
185
Abstract
We investigate the financial network of the Korea Stock Exchange (KSE) using numerical simulations and scaling arguments. The frequency of degree and the edge density for a real stock market graph are mainly discussed from a numerical point of view. In particular, our frequency of degree follows approximately the power law distribution.
Keywords
Financial networks , Cross-correlation , Edge density , Frequency of degree
Journal title
Computer Physics Communications
Serial Year
2007
Journal title
Computer Physics Communications
Record number
1137274
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