A network perspective of comovement and structural change : evidence from the Chinese stock market
Chuangxia Huang, Yunke Deng, Xiaoguang Yang, Jinde Cao, Xin Yang
| Year of publication: |
2021
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|---|---|
| Authors: | Huang, Chuangxia ; Deng, Yunke ; Yang, Xiaoguang ; Cao, Jinde ; Yang, Xin |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 76.2021, p. 1-18
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| Subject: | Chinese stock market | Complex network | Comovement | Engle-Granger test | Weighted LeaderRank algorithm | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Strukturwandel | Structural change | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101782 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804747