Dynamic Evolution of Securities Market Network Structure under Acute Fluctuation Circumstances

This empirical research applies cointegration in the traditional measurement method first to build directed weighted networks in the context of stock market. Then, this method is used to design the indicators and the value simulation for measuring network fluctuation and studying the dynamic evoluti...

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Bibliographic Details
Main Authors: Haifei Liu, Tingqiang Chen, Zuhan Hu
Format: Article
Language:English
Published: Hindawi-Wiley 2017-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2017/4370203