Before revision: In this paper, we define weighted directed networks for large panels of financial time series where the edges and the associated weights are reflecting the dynamic conditional correlation structure of the panel. Those networks produce a most informative picture of the interconnections among the various series in the panel .
After revision: In this paper, we define weighted directed networks for analysing, over the period 2000-2013, the interdependencies between volatilities of a large panel of stocks belonging to the S\&P100 index .