A study of the interplay between the structure variation and fluctuations of the Shanghai stock market

Physica A: Statistical Mechanics and its Applications

Volumn 391, Issue 11, 2012, Pages 3198-3205

  Yang, Chunxia ^a   Xia, Bingying ^a   Hu, Sen ^a   Wang, Rui ^a  

^a NANJING UNIVERSITY OF INFORMATION SCIENCE AND TECHNOLOGY   (China)

Author keywords

Mutual information; Scalefree degree distribution; Stock network; Volatility clustering

Indexed keywords

COMMERCE;

DEGREE DISTRIBUTIONS; MUTUAL INFORMATIONS; NETWORK STRUCTURES; SCALE-FREE DEGREE; SHANGHAI STOCK INDEX; SHANGHAI STOCK MARKET; STRUCTURE VARIATION; VOLATILITY CLUSTERING;

FINANCIAL MARKETS;

EID: 84862789188     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2012.01.015     Document Type: Article

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