| A new identification method of the market downturns in Chinese A-shares using liquidity network | |
| Li, Qunce; Peng, Qinke; Chai, Ling; Owais, Muhammad | |
| 2018 | |
| 关键词 | Connected Subgraph Correlation network Daily change Identification method Market downturn Stock returns |
| 页码 | 195-200 |
| 会议录 | 2018 IEEE 3rd International Conference on Big Data Analysis, ICBDA 2018
 |
| URL标识 | 查看原文 |
| ISSN号 | 9781538647936 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/2829622 |
| 专题 | 西安交通大学 |
| 推荐引用方式 GB/T 7714 | Li, Qunce,Peng, Qinke,Chai, Ling,et al. A new identification method of the market downturns in Chinese A-shares using liquidity network[C]. 见:. |
| 个性服务 |
| 查看访问统计 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
修改评论