Influence network in the Chinese stock market
From MaRDI portal
Publication:3302219
DOI10.1088/1742-5468/2015/03/P03017zbMath1456.91125arXiv1503.00823OpenAlexW3124472923MaRDI QIDQ3302219
Shi-min Cai, Ya-Chun Gao, Yong Zeng
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.00823
Applications of statistics to economics (62P20) Financial networks (including contagion, systemic risk, regulation) (91G45)
Related Items (2)
A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets ⋮ Theq-dependent detrended cross-correlation analysis of stock market
Cites Work
- Authoritative sources in a hyperlinked environment
- Hierarchical structure of stock price fluctuations in financial markets
- The $25,000,000,000 Eigenvector: The Linear Algebra behind Google
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- A Survey on PageRank Computing
- A NEW MEASURE OF RANK CORRELATION
- Networks
This page was built for publication: Influence network in the Chinese stock market