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Stock co-jump networks - MaRDI portal

Stock co-jump networks (Q6150522)

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scientific article; zbMATH DE number 7814010
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English
Stock co-jump networks
scientific article; zbMATH DE number 7814010

    Statements

    title
    Stock co-jump networks (English)
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    author
    Yi Ding
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    Ying-Ying Li
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    Guoli Liu
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    Xinghua Zheng
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    publication date
    6 March 2024
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    zbMATH Keywords
    network
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    community detection
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    jumps
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    co-jumps
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    stock dependence
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    high-frequency data
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    Identifiers

    zbMATH DE Number
    7814010
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    OpenAlex ID
    W4353048386
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