论文标题
墨西哥证券交易所的相互依赖结构:一种网络方法
The interdependency structure in the Mexican stock exchange: A network approach
论文作者
论文摘要
我们本文的目标是研究和表征2000 - 2019年期间墨西哥证券交易所(主要是BMV的股票)的相互依存结构,并提供可视化的镜头,这些可视化量一镜头提供了一个大型的全景。为此,我们估计来自不同模型的相关性/浓度矩阵,然后从网络理论中计算指标,包括征本性和网络模块化
Our goal in this paper is to study and characterize the interdependency structure of the Mexican Stock Exchange (mainly stocks from BMV) in the period 2000-2019 and provide visualizations which in a one shot provide a big-picture panorama. To this end, we estimate correlation/concentration matrices from different models and then compute metrics from network theory including eigencentralities and network modularity