Stock Market Temporal Complex Networks Construction, Robustness Analysis, and Systematic Risk Identification: A Case of CSI 300 Index
The Chinese stock 300 index (CSI 300) is widely accepted as an overall reflection of the general movements and trends of the Chinese A-share markets. Among the methodologies used in stock market research, the complex network as the extension of graph theory presents an edged tool for analyzing inter...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2020-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2020/7195494 |
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