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Analyzing the dynamic sectoral influence in Chinese and American stock markets 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 536, 页码: 15
作者:  Tian, Hu;  Zheng, Xiaolong;  Zeng, Daniel Danjun
Adobe PDF(2694Kb)  |  收藏  |  浏览/下载:271/27  |  提交时间:2020/03/30
Sectoral influence  Multi-time scales  Causal network  Granger causality  Empirical mode decomposition  
The dynamic interdependence of international financial markets: An empirical study on twenty-seven stock markets 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2017, 卷号: 2017, 期号: 472, 页码: 32-42
作者:  Zhang, Xingwei;  Zheng, Xiaolong;  Zeng, Daniel Dajun
浏览  |  Adobe PDF(3811Kb)  |  收藏  |  浏览/下载:328/90  |  提交时间:2017/05/05
Dynamic Interdependence  Influence Strength  Minimum Spanning Tree  Cross Correlation