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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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A network perspective of comovement and structural change: Evidence from the Chinese stock market
期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 76, 页码: 18
Authors:
Huang, Chuangxia
;
Deng, Yunke
;
Yang, Xiaoguang
;
Cao, Jinde
;
Yang, Xin
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Submit date：2021/10/26
Chinese stock market
Comovement
Complex network
Engle-Granger test
Weighted LeaderRank algorithm
