Are stock market networks non-fractal? : evidence from New York stock exchange
Zhi-Jian Zeng, Chi Xie, Xin-Guo Yan, Jue Hu, Zhou Mao
| Year of publication: |
May 2016
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|---|---|
| Authors: | Zeng, Zhi-Jian ; Chi, Xie ; Yan, Xin-Guo ; Hu, Jue ; Mao, Zhou |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 97-102
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| Subject: | Econophysics | Stock market | (Non)-fractal | Minimum spanning tree | Aktienmarkt | Börsenkurs | Share price | Börsenhandel | Stock exchange trading | Ökonophysik | New York | Graphentheorie | Graph theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596242