Time varying correlation structure of Chinese stock market of crude oil related companies greatly influenced by external factors-Reference-Cited by-同舟云学术

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Time varying correlation structure of Chinese stock market of crude oil related companies greatly influenced by external factors

Published:2019-09 Issue: Volume:530 Page:121086
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:

Xue Leyang,Chen Feier,Guo Siqing,Fu Guiyuan,Li Tingyi,Yang Yinan

Funder

Natural Science Foundation of Shanghai, China

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Fundamental Research Funds for the Central Universities, China

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference43 articles.

1. Chaos and nonlinear dynamics: application to financial markets;Hsieh;J. Finance,1991

2. Chaos in an emerging capital market? the case of the Athens stock exchange;Barkoulas;Appl. Financ. Econ.,1998

3. Hierarchical structure in financial markets;Mantegna;Eur. Phys. J. B,1999

4. Dynamics of market correlations: Taxonomy and portfolio analysis;Onnela;Phys. Rev. E,2003

5. Correlation structure and dynamics in volatile markets;Aste;New J. Phys.,2010

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