Work

Stock price network autoregressive model with application to stock market turbulence

Year: 2020

Type: article

Source: The European Physical Journal B

DOI: 10.1140/epjb/e2020-100419-9

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

OpenAlex ID: W3042071913

FWCI: 2.185

Cites: 46

Cited by: 24

Related to: 10