Browsing Journal Articles by Author "Rai, Aditi"
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Statistical estimation of time-varying complexity in financial networks
Rai, Aditi; Bansal, Avijit; Chakrabarti, Anindya (The European Physical Journal B, 2019)In this paper, we propose a method to characterize the relation between financial market instability and the underlying complexity by identifying structural relationships in dynamics of stock returns. The proposed framework ...