| Tail dependence networks of global stock markets | |
| Wen, Fenghua; Yang, Xin; Zhou, Wei-Xing* | |
| 刊名 | International Journal of Finance and Economics
 |
| 2019 | |
| 卷号 | 24期号:1页码:558-567 |
| 关键词 | community structure complex network Pearson's correlation coefficient SJC copula stock market |
| ISSN号 | 1076-9307 |
| DOI | 10.1002/ijfe.1679 |
| URL标识 | 查看原文 |
| WOS记录号 | WOS:000455484400035 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/3323003 |
| 专题 | 中南大学 |
| 作者单位 | [Wen, Fenghua] Cent S Univ, Sch Business, Changsha, Hunan, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Wen, Fenghua,Yang, Xin,Zhou, Wei-Xing*. Tail dependence networks of global stock markets[J]. International Journal of Finance and Economics,2019,24(1):558-567. |
| APA | Wen, Fenghua,Yang, Xin,&Zhou, Wei-Xing*.(2019).Tail dependence networks of global stock markets.International Journal of Finance and Economics,24(1),558-567. |
| MLA | Wen, Fenghua,et al."Tail dependence networks of global stock markets".International Journal of Finance and Economics 24.1(2019):558-567. |
| 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