Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees (2019)
- Authors:
- USP affiliated authors: PRATAVIERA, GILBERTO APARECIDO - FEARP ; BARBI, ALEX QUINTINO - FEARP
- Unidade: FEARP
- DOI: 10.1016/j.physa.2019.04.147
- Subjects: AÇÕES; MERCADO FINANCEIRO; CRISE FINANCEIRA; TEORIA DOS GRAFOS
- Keywords: Stock market network; Emerging markets; Mutual information; Nonlinear dependence; Minimal spanning tree
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Physica A: Statistical Mechanics and its Applications
- ISSN: 0378-4371
- Volume/Número/Paginação/Ano: v. 523, p. 876-885, 2019
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: green
-
ABNT
BARBI, Alex Quintino e PRATAVIERA, Gilberto Aparecido. Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. Physica A: Statistical Mechanics and its Applications, v. 523, p. 876-885, 2019Tradução . . Disponível em: https://doi.org/10.1016/j.physa.2019.04.147. Acesso em: 27 abr. 2024. -
APA
Barbi, A. Q., & Prataviera, G. A. (2019). Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. Physica A: Statistical Mechanics and its Applications, 523, 876-885. doi:10.1016/j.physa.2019.04.147 -
NLM
Barbi AQ, Prataviera GA. Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees [Internet]. Physica A: Statistical Mechanics and its Applications. 2019 ; 523 876-885.[citado 2024 abr. 27 ] Available from: https://doi.org/10.1016/j.physa.2019.04.147 -
Vancouver
Barbi AQ, Prataviera GA. Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees [Internet]. Physica A: Statistical Mechanics and its Applications. 2019 ; 523 876-885.[citado 2024 abr. 27 ] Available from: https://doi.org/10.1016/j.physa.2019.04.147 - Mean-field optical bistability of two-level atoms in structured reservoirs
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Informações sobre o DOI: 10.1016/j.physa.2019.04.147 (Fonte: oaDOI API)
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