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Applied Network Science

Table 4 Network properties of the correlation networks by sector

From: Building a dynamic correlation network for fat-tailed financial asset returns

  

Transportation equipment

 

Banking

  

Density

Centralization

Heterogeneity

 

Density

Centralization

Heterogeneity

  

D(A)

C(A)

H(A)

 

D(A)

C(A)

H(A)

Minimum

 

0.468

0.102

0.110

 

0.618

0.059

0.078

Mean

 

0.481

0.117

0.126

 

0.641

0.069

0.088

Maximum

 

0.528

0.121

0.134

 

0.694

0.076

0.101

S.d.

 

0.006

0.002

0.003

 

0.007

0.002

0.002

  1. Note: Density D(A), centralization C(A), and heterogeneity H(A) are calculated by (16), (18), and (19), respectively. The minimum, maximum, and mean are calculated from the time series of the three measures. S.d. denotes standard deviation
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