Stock price network autoregressive model with application to stock market turbulence.

Autor: Khoojine, Arash Sioofy1 (AUTHOR) arashsioofy@sjtu.edu.cn, Han, Dong1 (AUTHOR)
Zdroj: European Physical Journal B: Condensed Matter. Jul2020, Vol. 93 Issue 7, p1-15. 15p.
Databáze: Academic Search Ultimate