Self-similarity and network perspective of the Chinese fund market-Reference-Cited by-同舟云学术

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Self-similarity and network perspective of the Chinese fund market

Published:2011-10 Issue:21-22 Volume:390 Page:3826-3834
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Deng Weibing,Li Wei,Cai Xu,Wang Qiuping A.

Funder

National Natural Science Foundation of China

Programme of Introducing Talents of Discipline to Universities

PHC CAI YUAN PEI Programme

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference48 articles.

1. Scaling and criticality in a stochastic multi-agent model of a financial market

2. Scaling of the distribution of fluctuations of financial market indices

3. A theory of power-law distributions in financial market fluctuations

4. Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series

5. Deterministic factors of stock networks based on cross-correlation in financial market

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