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Structure and dynamics of stock market in times of crisis · Study

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ArticleStructure and dynamics of stock market in times of crisis

Longfeng Zhao2015

Article2015

Structure and dynamics of stock market in times of crisis

Longfeng Zhao · Xu Cai

79 citations·0/0 files stored·Physics Letters A

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Complex Systems and Time Series Analysis Complex Network Analysis Techniques Financial Risk and Volatility Modeling

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 2009Power-Law Distributions in Empirical Data 2018Power-law distributions in empirical data 1988Some recent development in a concept of causality 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 1999Hierarchical structure in financial markets 2005A tool for filtering information in complex systems 2003Topology of correlation-based minimal spanning trees in real and model markets

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Year2015

Typearticle

Published2015-11-26

VenuePhysics Letters A

ISSN-L0375-9601

Languageen

Citations79

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physleta.2015.11.015

openalex_workW2173587936

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