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Degree stability of a minimum spanning tree of price return and volatility

✍ Scribed by Salvatore Miccichè; Giovanni Bonanno; Fabrizio Lillo; Rosario N. Mantegna


Book ID
108451350
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
146 KB
Volume
324
Category
Article
ISSN
0378-4371

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✍ Gouveia, Luis; Martins, Pedro 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 143 KB 👁 2 views

The Capacitated Minimum Spanning Tree Problem (CMSTP) is to find a minimum spanning tree subject to an additional constraint stating that the number of nodes in each subtree pending from a given root node is not greater than a given number Q. Gouveia and Martins (1996) proposed a hop-indexed flow mo