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...

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Bibliographic Details
Main Authors: Tao You, Paweł Fiedor, Artur Hołda
Format: Article
Language:English
Published: MDPI AG 2015-06-01
Series:Journal of Risk and Financial Management
Subjects:
Online Access:http://www.mdpi.com/1911-8074/8/2/266