Comparative analysis of the BRIC countries stock markets using network approach

DOI10.1007/978-1-4614-8588-9_12zbMATH Open1344.91020OpenAlexW4652355MaRDI QIDQ2820118FDOQ2820118

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

Recommendations

• Analysis on statistical characteristic of Chinese stock market based on complex networks
• Mining market data: a network approach
• Computational study of the US stock market evolution: a rank correlation-based network model
• Network structures uncertainty for different markets
• Characteristic analysis of complex network for Shanghai stock market

zbMATH Keywords

comparative analysisstock marketmarket graphnetwork approachBRIC

Mathematics Subject Classification ID

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

Cites Work

• Statistical analysis of financial networks

Cited In (6)

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

This page was built for publication: Comparative analysis of the BRIC countries stock markets using network approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2820118)