Correlation and network topologies in global and local stock indices
نویسندگان
چکیده
منابع مشابه
Correlation, Network and Multifractal Analysis of Global Financial Indices
We apply RMT, Network and MF-DFA methods to investigate correlation, network and multifractal properties of 20 global financial indices. We compare results before and during the financial crisis of 2008 respectively. We find that the network method gives more useful information about the formation of clusters as compared to results obtained from eigenvectors corresponding to second largest eige...
متن کاملSocial Network Analysis: Local and Global Centrality as the Communication Network Structure in the Beef Cattle Farmer Groups
The dynamic among farmer institutions has essential problems to be addressed, especially regarding the pattern and process of communication interactions developing farmer institutions. Therefore, an assembly of agribusiness information within the communication network of the farmer group is of primary interest for our study. This study aims to analyze the agribusiness network structure of beef ...
متن کاملAn Analysis on the Influence of Network Topologies on Local and Global Dynamics of Metapopulation Systems
Metapopulations are models of ecological systems, describing the interactions and the behavior of populations that live in fragmented habitats. In this paper, we present a model of metapopulations based on the multivolume simulation algorithm tau-DPP, a stochastic class of membrane systems, that we utilize to investigate the influence that different habitat topologies can have on the local and ...
متن کاملSector Indices Correlation Analysis in China's Stock Market
China’s stock market has experienced a big bull market in 2007 and a bear market in 2008. Since then, with the influence of the global economy, China's stock market exhibits ups and downs as usual. We examine the relationship between the stock market sector indices from the meso level, and divide the periods into two stages. One stage represents the drastic shock periods in 2007 and 2008, and t...
متن کاملCorrelation between Social Capital and COVID-19 Indices: A Global Level Ecological Study
Background: Given that COVID-19 continues to spread worldwide, has become a public health priority. This study aimed to investigate the correlation between the social capital and the epidemiological indicators of COVID-19. Methods: This survey is an ecological study, so all studied variables are aggregate variables. To collect the variables in the study, a data set was provided, which includ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physics Letters A
سال: 2014
ISSN: 0375-9601
DOI: 10.1016/j.physleta.2014.07.009