Multidimensional time series analysis of financial markets based on the complex network approach
Year of publication: |
August 2017
|
---|---|
Authors: | Li, Ying ; Yang, Donghui ; Li, Xiaobin |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 3, p. 734-750
|
Subject: | Complex Networks | Time Series | Price-Volume Correlations | Multidimensional | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Finanzmarkt | Financial market | Netzwerk | Network | Korrelation | Correlation |
-
Random matrix approach to correlation matrix of financial data : (Mexican stock market case)
Casillas González, Juan Martín, (2015)
-
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy, (2002)
-
Rodriguez Dominguez, Alejandro, (2022)
- More ...
-
LI, BINFENG, (2013)
-
Yang, Donghui, (2020)
-
Channel competition in omni-channel supply chain considering social media advertising
Wang, Yan, (2023)
- More ...