Nonlinear interdependence of the Chinese stock markets
Publisher
Quantitative Finance
Date Issued
2001
Keywords
Applied mathematical finance; Computational finance; Contagion; Econophysics; Emerging stock markets; Empirical time series analysis; Quantitative finance; Signal processing
DOI
10.1080/14697688.2010.541488
Program
面上项目
Project ID
70773028
Sponsorship
基于非线性相互预测的金融危机传染机制研究
Institution
哈尔滨工业大学
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http://or.nsfc.gov.cn/handle/00001903-5/106133
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