Multiscale correlation networks analysis of the US stock market : a wavelet analysis
Gang-Jin Wang, Chi Xie, Shou Chen
| Year of publication: |
October 2017
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|---|---|
| Authors: | Wang, Gang-Jin ; Chi, Xie ; Chen, Shou |
| Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 12.2017, 3, p. 561-594
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| Subject: | Econophysics | Networks | Stock market | Wavelet analysis | Minimum spanning tree | Planar maximally filtered graph | Graphentheorie | Graph theory | Zustandsraummodell | State space model | Aktienmarkt | Korrelation | Correlation | Ökonophysik | Netzwerk | Network | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-016-0176-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011878725