Financial networks with static and dynamic thresholds
نویسندگان
چکیده
منابع مشابه
Adaptive financial networks with static and dynamic thresholds
Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the dynamic threshold suppresses the large fluctuation induced by the cross-correlation of individual stock prices, and leads to a stable topological structure in the dynamic evolution. Long-range timec...
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ژورنال
عنوان ژورنال: New Journal of Physics
سال: 2010
ISSN: 1367-2630
DOI: 10.1088/1367-2630/12/4/043057