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
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
Journal title :
Computer Physics Communications