Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets
Policy makings and regulations of financial markets rely on a good understanding of the complexity of financial markets. There have been recent advances in applying data-driven science and network theory into the studies of social and financial systems. Financial assets and institutions are strongly...
Saved in:
Main Authors: | Yong Tang, Jason Jie Xiong, Zi-Yang Jia, Yi-Cheng Zhang |
---|---|
Format: | Article |
Language: | English |
Published: |
Wiley
2018-01-01
|
Series: | Complexity |
Online Access: | http://dx.doi.org/10.1155/2018/4680140 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Impact of Financial Market uncertainty and Financial Crises on Dynamic Stock—Foreign Exchange Market Correlations: A New Perspective
by: Farid Irani, et al.
Published: (2025-01-01) -
NON-UNIFORM INTERCONNECTEDNESS PATTERNS AND DYNAMICS: EVIDENCE FROM EMERGING STOCK MARKETS
by: Anca-Adriana SARAOLU (IONĂȘCUȚI)
Published: (2024-12-01) -
The fraud taxonomy in financial reports in the brazilian stock market
by: Noel Kentinus Olokodana, et al.
Published: (2025-01-01) -
Decoding systemic risks across commodities and emerging market stock markets
by: Fahmi Ghallabi, et al.
Published: (2025-01-01) -
The Relationship Between Financial Development and the Composite Stock Price Index in Emerging Market Countries: A Panel Data Evidence
by: Ariodillah Hidayat, et al.
Published: (2023-12-01)