Topological Characteristics of the Hong Kong Stock Market: A Test-based P-threshold Approach to Understanding Network Complexity

In this paper, we analyze the relationship among stock networks by focusing on the statistically reliable connectivity between financial time series, which accurately reflects the underlying pure stock structure. To do so, we firstly filter out the effect of market index on the correlations between...

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Detalles Bibliográficos
Autores principales: Xu, Ronghua, Wong, Wing-Keung, Chen, Guanrong, Huang, Shuo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2017
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5286437/
https://www.ncbi.nlm.nih.gov/pubmed/28145494
http://dx.doi.org/10.1038/srep41379

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5286437/
https://www.ncbi.nlm.nih.gov/pubmed/28145494
http://dx.doi.org/10.1038/srep41379

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