Volatility Modeling for Currency Pairs and Stock Indices by Means of Complex Networks
Financial markets are complex systems. Network analysis is an innovative method for improving data sharing and knowledge discovery in financial data. Oriented weighted networks were created for the Shanghai Composite, S&P500, DAX30, CAC40, Nikkei225, FTSE100, IBEX35 indexes, for CNY-JPY, EUR-U...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2020-11-01
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| Series: | Ekonomika |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/ekonomika/article/view/21053 |