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Correlation analysis and systemic risk measurement of regional, financial and global stock indices

  • Published:2020-03 Issue: Volume:542 Page:122653
  • 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:

Chen Lin,Han Qian,Qiao Zhilin,Stanley H. Eugene

Funder

National Office for Philosophy and Social Sciences

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference55 articles.

1. Systematic financial risk measurement: a literature review;Du;Financ. Econ.,2019

2. Overview of complex network theory and its application research;Liu;Syst. Eng.,2005

3. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,1999

4. Gaussian processes for time-series modelling;Roberts;Phil. Trans. R. Soc. A,2013

5. A binary deletion channel with a fixed number of deletions;Graham;Combin. Probab. Comput.,2015

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