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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