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Analyzing the co-movement and its spatial-temporal patterns in Chinese stock market 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 555, 页码: 14
Authors:  Chen, Hanxiao;  Zheng, Xiaolong;  Zeng, Daniel Dajun
Favorite  |  View/Download:68/0  |  Submit date:2020/07/20
Stock co-movement  Spatial-temporal patterns  Triangulated Maximally  Filtered Graph  Exponential weighted Pearson correlation  
Analyzing the co-movement and its spatial-temporal patterns in Chinese stock market 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 555, 页码: 14
Authors:  Chen, Hanxiao;  Zheng, Xiaolong;  Zeng, Daniel Dajun
Favorite  |  View/Download:89/0  |  Submit date:2020/07/20
Stock co-movement  Spatial-temporal patterns  Triangulated Maximally  Filtered Graph  Exponential weighted Pearson correlation  
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
Authors:  Tian, Hu;  Zheng, Xiaolong;  Zeng, Daniel Danjun
Favorite  |  View/Download:94/0  |  Submit date:2020/03/30
Sectoral influence  Multi-time scales  Causal network  Granger causality  Empirical mode decomposition