Comparative Analysis of Financial Network Topology for the Russian, Chinese and US Stock Markets
Author:
Affiliation:
1. Saratov State University, Faculty of Mechanics and Mathematics, RUSSIAN FEDERATION
2. Saratov State University, Risk Institute, RUSSIAN FEDERATION
Abstract
Publisher
World Scientific and Engineering Academy and Society (WSEAS)
Subject
Economics and Econometrics,Finance,Business and International Management
Reference52 articles.
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3. R.N. Mantegna, Hierarchical structure in financial markets,Eur. Phys. J. B11(1), 1999,pp. 193–197.
4. J.G. Brida and W.A. Risso, Hierarchical structure of the German stock market,Expert Syst .Appl. 37(5), 2010, pp. 3846–3852.
5. M. Tumminello, T. Aste, T. Di Matteo and R.N. Mantegna, A tool for filtering information in complex systems,Proceedings of the National Academy of Sciences102(30), 2005, pp. 10421–10426.
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