Standardized local assortativity in networks and systemic risk in financial markets.

The study of assortativity allows us to understand the heterogeneity of networks and the implication of network resilience. While a global measure has been predominantly used to characterize this network feature, there has been little research to suggest a local coefficient to account for the presen...

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Bibliographic Details
Main Authors: Mike K P So, Anson S W Mak, Jacky N L Chan, Amanda M Y Chu
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2023-01-01
Series:PLoS ONE
Online Access:https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0292327&type=printable