Chunxia, Yang; Bingying, Xia; Sen, Hu; Rui, Wang - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 11, pp. 3198-3205
the market, the stock networks have characteristics of scalefree degree distribution. Furthermore, the degree of … obtained here indicate that at turning points the growing independence of stocks causes the scalefreeness of the degree … distribution to be disrupted, and that the Shanghai stock index has little volatility clustering. In contrast, under normality of …