Cointegration analysis and influence rank - A network approach to global stock markets

Physica A: Statistical Mechanics and its Applications

Volumn 400, Issue , 2014, Pages 168-185

  Yang, Chunxia ^a   Chen, Yanhua ^a   Niu, Lei ^a   Li, Qian ^a  

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

Author keywords

Cointegration; Complex network; PageRank algorithm; Stock markets

Indexed keywords

COMPLEX NETWORKS; FINANCIAL MARKETS;

CHINA STOCK MARKETS; COINTEGRATION; COINTEGRATION ANALYSIS; COINTEGRATION RELATIONSHIP; EUROPEAN DEBT CRISIS; GLOBAL STOCK MARKETS; PAGERANK ALGORITHM; STOCK MARKET INDEX;

COMMERCE;

EID: 84893166027     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2014.01.011     Document Type: Article

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