105 citations · 217 across the 3 of their papers we have counts for
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cond-mat.stat-mech2002
Degree stability of a minimum spanning tree of price return and volatility
Salvatore Miccichè, Giovanni Bonanno, Fabrizio Lillo +1
We investigate the time series of the degree of minimum spanning trees obtained by using a correlation based clustering procedure which is starting from (i) asset return and (ii) v…
cond-mat.stat-mech2002
Topology of correlation based minimal spanning trees in real and model markets
Giovanni Bonanno, Guido Caldarelli, Fabrizio Lillo +1
We present here a topological characterization of the minimal spanning tree that can be obtained by considering the price return correlations of stocks traded in a financial market…