Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information
Analyzing social systems, particularly financial markets, using a complex network approach has become one of the most popular fields within econophysics. A similar trend is currently appearing within the econometrics and finance communities, as well. In this study, we present a state-of-the-artmetho...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2015-06-01
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Series: | Journal of Risk and Financial Management |
Subjects: | |
Online Access: | http://www.mdpi.com/1911-8074/8/2/266 |