Uncovering dynamic stock return correlations with multilayer network analysis

Overview of attention for article published in Applied Network Science, June 2019

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In the top 25% of all research outputs scored by Altmetric
Good Attention Score compared to outputs of the same age (73rd percentile)
Above-average Attention Score compared to outputs of the same age and source (60th percentile)

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Summary X Dimensions citations

So far, Dimensions has found 3 publications that cite this research output.

3

The most recent citing publications are shown below. View all 3 publications that cite this research output on Dimensions.

Characterizing financial markets from the event driven perspective

Article in Applied Network Science (October 2021)

A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis

Article in Entropy (June 2021)

Volatility Modeling for Currency Pairs and Stock Indices by Means of Complex Networks

Article in Economica (November 2020)