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arXiv 2004.06676q-fin.TRq-fin.ST
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墨西哥证券交易所的相互依存结构:网络方法

The interdependency structure in the Mexican stock exchange: A network approach

Erick Treviño Aguilar

摘要:

本文的目标是研究和描述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,一次性提供大画面全景。为此,我们从不同的模型中估计相关/集中矩阵,然后从网络理论中计算指标,包括特征中心度和网络模块度

英文摘要:

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

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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