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Physica A: Statistical Mechanics and its Applications
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Multilayer information spillover networks : measuring interconnectedness of financial institutions
Wang, Gang-Jin
;
Yi, Shuyue
;
Chi, Xie
;
Stanley, H. Eugene
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1163-1185
Persistent link: https://www.econbiz.de/10012588034
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Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
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Economic and political effects on currency clustering dynamics
Kremer, Marcel
;
Becker, Alexander P.
;
Vodenska, Irena
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 705-716
Persistent link: https://www.econbiz.de/10012194686
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