Influence network in the Chinese stock market
Author:
Publisher
IOP Publishing
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Statistical and Nonlinear Physics
Link
http://stacks.iop.org/1742-5468/2015/i=3/a=P03017/pdf
Reference32 articles.
1. Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
2. Noise Dressing of Financial Correlation Matrices
3. Systematic analysis of group identification in stock markets
4. Anti-correlation and subsector structure in financial systems
5. Hierarchical structure in financial markets
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