Borradores de Economia
Número:
766
Publicado:
Clasificación JEL:
C32, G10, G11
Palabras clave:
correlation, minimal spanning tree, correlation-filtering, sovereign
Lo más reciente
Carola Müller, Matias Ossandon Busch, Miguel Sarmiento, Freddy A. Pinzón-Puerto
Francisco Javier Lasso-Valderrama, Mario Andrés Ramos-Veloza
Diego Fernando Cuesta-Mora, Gómez-Molina Andrés Camilo
Since correlation may be interpreted as a measure of the influence across time-series, it may be conveniently mapped into a distance and into a weighted adjacency matrix. Based on such matrix, network theory has attempted to filter out the noise in correl