Time series analysis of the developed financial markets' integration using visibility graphs

Physica A: Statistical Mechanics and its Applications

Volumn 410, Issue , 2014, Pages 483-495

  Zhuang, Enyu ^a   Small, Michael ^b   Feng, Gang ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Complex networks; Market integration; Market segmentation; Time series; Visibility graphs

Indexed keywords

COMMERCE; COMPLEX NETWORKS; FINANCIAL MARKETS; GRAPH THEORY; GRAPHIC METHODS; INTEGRATION; TIME SERIES; VISIBILITY;

MARKET INTEGRATION; MARKET SEGMENTATION; NODE DEGREE; SMALL COMMUNITY; VISIBILITY GRAPHS;

TIME SERIES ANALYSIS;

EID: 84902140569     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2014.05.058     Document Type: Article

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