Characteristics of the co-fluctuation matrix transmission network based on financial multi-time series

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Huajiao Li; Haizhong An; Xiangyun Gao; Wei Fang;

The co-fluctuation of two time series has often been studied by analysing the correlation coefficient over a selected period. However, in both domestic and global financial markets, there are more than two active time series that fluctuate constantly as a result of vari... View more
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