Homogeneity hypothesis testing for degree distribution in the market graph
The problem of homogeneity hypothesis testing for degree distribution in the market graph is studied. Multiple hypotheses testing procedure is proposed and applied for China and India stock markets. The procedure is constructed using bootstrap method for individual hypotheses and Bonferroni correction for multiple testing. It is shown that homogeneity hypothesis of degree distribution for the stock markets for the period of 2003–2014 is not accepted.