Structure, Stability, Persistence and Entropy of Stock Networks During Financial Crises
We investigate the network structures of stocks in SET100, NASDAQ100, and FTSE100 from 2006 to 2022, using the correlation distance and the time-space average of correlations as a threshold for connectivity of two stocks. Structure, stability, multifractality, and entropy of the networks are investi...
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| 格式: | Conference or Workshop Item |
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2023
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| 在線閱讀: | https://repository.li.mahidol.ac.th/handle/123456789/81792 |
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| 機構: | Mahidol University |