Comparative analysis of the BRIC countries stock markets using network approach

DOI10.1007/978-1-4614-8588-9_12MaRDI QIDQ2820118zbMATH OpenOpenAlexFDO

Authors Arsenii Vizgunov, Andrey Glotov, Panos M. Pardalos

Publication date 13 September 2016

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-8588-9_12

zbMATH Keywords

comparative analysisstock marketmarket graphnetwork approachBRIC

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• Statistical analysis of financial networks

Cited in

(6)

• Analysis on statistical characteristic of Chinese stock market based on complex networks
• The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price
• Computational study of the US stock market evolution: a rank correlation-based network model
• Hierarchies in communities of UK stock market from the perspective of Brexit
• Mining market data: a network approach
• Network structures uncertainty for different markets

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