Extracting the sovereigns' CDS market hierarchy: A correlation-filtering approach

Research output: Contribution to journal › Article › Scientific › peer-review

8 Citations (Scopus)

Original language	English
Journal	Physica A-Statistical Mechanics and its Applications
DOIs	https://doi.org/10.1016/j.physa.2014.08.020
Publication status	Published - 2014

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title = "Extracting the sovereigns' CDS market hierarchy: A correlation-filtering approach",

author = "C. Le{\'o}n and K. Leiton and J. P{\'e}rez",

year = "2014",

doi = "10.1016/j.physa.2014.08.020",

language = "English",

journal = "Physica A-Statistical Mechanics and its Applications",

issn = "0378-4371",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Extracting the sovereigns' CDS market hierarchy: A correlation-filtering approach

AU - León, C.

AU - Leiton, K.

AU - Pérez, J.

PY - 2014

Y1 - 2014

UR - https://www.scopus.com/pages/publications/84907481731

U2 - 10.1016/j.physa.2014.08.020

DO - 10.1016/j.physa.2014.08.020

M3 - Article

SN - 0378-4371

JO - Physica A-Statistical Mechanics and its Applications

JF - Physica A-Statistical Mechanics and its Applications

ER -