A network structural analysis of Malaysian stock market with edge density constraint
The main study of this thesis is the topological properties of the Malaysian stock market correlation network. In the first part of this study, two sets of networks are constructed to respectively capture the fuctuation of stock prices during the bearish market period (June 2007 - May 2009) and bul...
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/41446/1/IPM%202013%202R.pdf |