Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy

The interactive effect is significant in the Chinese stock market, exacerbating the abnormal market volatilities and risk contagion. Based on daily stock returns in the Shanghai Stock Exchange (SSE) A-shares, this paper divides the period between 2005 and 2018 into eight bull and bear market stages...

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Detalles Bibliográficos
Autores principales: Chen, Muzi, Wang, Yuhang, Wu, Boyao, Huang, Difang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8068080/
https://www.ncbi.nlm.nih.gov/pubmed/33917234
http://dx.doi.org/10.3390/e23040434

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8068080/
https://www.ncbi.nlm.nih.gov/pubmed/33917234
http://dx.doi.org/10.3390/e23040434

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