Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10008648108
An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock markets, memory effect of the average instantaneous cross-correlations is investigated over...
Persistent link: https://www.econbiz.de/10008560952
In the coevolution of network structures and opinion formation, we investigate the effects of a mixed population with distinctive relinking preferences on both the convergence time and the network structures. It has been found that a heterogeneous network structure is easier to be reached with...
Persistent link: https://www.econbiz.de/10011064118
Persistent link: https://www.econbiz.de/10009953663
We investigate the probability distribution of the volatility return intervals $\tau$ for the Chinese stock market. We rescale both the probability distribution $P_{q}(\tau)$ and the volatility return intervals $\tau$ as $P_{q}(\tau)=1/\bar{\tau} f(\tau/\bar{\tau})$ to obtain a uniform scaling...
Persistent link: https://www.econbiz.de/10005098581
Cooperative behavior is common in nature even if selfishness is sometimes better for an individual. Empirical and theoretical studies have shown that the invasion and expansion of cooperators are related to an inhomogeneous connectivity distribution. Here we study the evolution of cooperation on...
Persistent link: https://www.econbiz.de/10010589978
The bid–ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and the multifractal nature. By...
Persistent link: https://www.econbiz.de/10010591462
We introduce an instantaneous and an average instantaneous cross-correlation function to detect the temporal cross-correlations between individual stocks based on the daily data of the United States and the Chinese stock markets. The memory effect of the instantaneous cross-correlations is...
Persistent link: https://www.econbiz.de/10010591510
Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the dynamic threshold suppresses the large fluctuation induced by the cross-correlation of individual...
Persistent link: https://www.econbiz.de/10008615492
The aim of this paper is to examine the impact of socio-economic status (SES) on the Body Mass Index (BMI), a formula based on the ratio of height to weight, linked to health, using a four-year (1991, 1993, 1997 and 2000) panel data set which comes from the Physical Examination in China Health...
Persistent link: https://www.econbiz.de/10008645077