A Complex Network Perspective of World Stock Markets: Synchronization and volatility.
Xiaofan LiuChi K. TsePublished in: Int. J. Bifurc. Chaos (2012)
Keyphrases
- stock market
- complex networks
- stock returns
- stock price
- garch model
- stock index futures
- developed countries
- short term
- financial time series
- network analysis
- scale free
- social networks
- graph theory
- stock trading
- chinese stock market
- stock exchange
- financial data
- stock market data
- network structure
- social network analysis
- community structure
- trading rules
- clustering coefficient
- long term
- financial markets
- network evolution
- developing countries
- information theoretic concepts
- maximal cliques
- real world networks
- stock index
- technical indicators
- community discovery
- small world
- portfolio optimization
- stock data
- exchange rate
- non stationary
- text mining
- monetary policy