Construction and robustness of directed-weighted financial stock networks via meso-scales

DOI10.1016/J.PHYSA.2022.127955OpenAlexW4286512107MaRDI QIDQ2675884

Hang Rong, Qingqing Su, Lilan Tu, Xian-Jia Wang

Publication date: 26 September 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.127955

zbMATH Keywords

Granger causality testmeso-scalecointegration testdirected-weighted financial stock networks

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

This page was built for publication: Construction and robustness of directed-weighted financial stock networks via meso-scales