Yang, Chunxia; Zhu, Xueshuai; Li, Qian; Chen, Yanhua; … - In: Physica A: Statistical Mechanics and its Applications 415 (2014) C, pp. 1-18
In this study, we choose the daily closing price of 268 constituent stocks of the S&P 500 index, 221 stocks of London Stock Exchange, 148 constituent stocks of the Shanghai Composite index and 152 constituent stocks of the Hang Seng index as the research objects and select the sample of all the...