Work

Network analysis of the Chinese stock market during the turbulence of 2015–2016 using log-returns, volumes and mutual information

Year: 2019

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2019.04.128

Authors: Arash Sioofy khoojine, Dong Han

Institution: Shanghai Jiao Tong University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, National Key Research and Development Program of China

Awards: G4096543803, G672148494

OpenAlex ID: W2935854497

FWCI: 7.475

Cites: 58

Cited by: 50

Related to: 10