Work

Analyzing volatility patterns in the Chinese stock market using partial mutual information-based distances

Year: 2023

Type: article

Source: The European Physical Journal B

DOI: 10.1140/epjb/s10051-023-00628-6

Authors: Arash Sioofy Khoojine, Ziyun Feng, Mahboubeh Shadabfar, Negar Sioofy Khoojine

Institutions: Yibin University, Nanjing University of Science and Technology, Middle East Technical 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: W4389955702

FWCI: 1.72

Cites: 38

Cited by: 10

Related to: 10