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Bootstrap validation of links of a minimum spanning tree

201813 citationsJournal Articlegreen Open Access

Authors

Federico Musciotto · University of Palermo

Luca Marotta · University of Palermo

Salvatore Miccichè · University of Palermo

Rosario N. Mantegna · University College London

Topics & Keywords

Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling Time Series Analysis and Forecasting

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Physica A Statistical Mechanics and its Applications

Volume 512, pp. 1032-1043

DOI: 10.1016/j.physa.2018.08.020

Field-Weighted Citation Impact: 4.95

Bootstrap validation of links of a minimum spanning tree | Researchclopedia