Trend analysis of global stock market linkage based on a dynamic conditional correlation network
Kedong Yin, Zhe Liu, Peide Liu
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Kedong, Yin ; Liu, Zhe ; Liu, Peide |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 18.2017, 4, p. 779-800
|
| Subject: | complex network | DCC-MVGARCH | topological properties | minimum spanning tree | low pass filter | variable periodicity analysis | Korrelation | Correlation | Aktienmarkt | Stock market | Netzwerk | Network | Graphentheorie | Graph theory | Zeitreihenanalyse | Time series analysis | Unternehmensnetzwerk | Business network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3846/16111699.2017.1341849 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011780777