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State network approach to characteristics of financial crises

  • Published:2018-02 Issue: Volume:492 Page:1120-1128
  • 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:

Qiu Lu,Gu Changgui,Xiao Qin,Yang Huijie,Wu Guolin

Funder

National Science Foundation of China

Shanghai Natural Science Foundation

Program for Professor of Special Appointment (Oriental Scholar) at Shanghai Institutions of Higher Learning

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. New collectivity measures for financial covariances and correlations;Physica A: Statistical Mechanics and its Applications;2022-10

2. A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures;Journal of Statistical Mechanics: Theory and Experiment;2022-04-01

3. Identifying states of global financial market based on information flow network motifs;The North American Journal of Economics and Finance;2021-11

4. Transfer entropy calculation for short time sequences with application to stock markets;Physica A: Statistical Mechanics and its Applications;2020-12

5. Uncovering the dynamics of correlation structures relative to the collective market motion;Journal of Statistical Mechanics: Theory and Experiment;2020-10-01
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