A case study on the shareholder network effect of stock market data: an SARMA approach
type: Item
instance of: scholarly article
title: A case study on the shareholder network effect of stock market data: an SARMA approach
author: Rong Zhang
author: Jing Zhou
author: Wei Lan
author: Hansheng Wang
published in: Science China. Mathematics
publication date: 2022-10-25T00:00:00Z
Mathematics Subject Classification ID: 62H11
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7606684
zbMATH Keywords: spatial autoregressive moving average model
zbMATH Keywords: shareholder network effect
zbMATH Keywords: quasi-maximum likelihood estimator
zbMATH Keywords: stock market data
describes a project that uses: plfit
MaRDI profile type: Publication
full work available at URL: s11425-021-1917-4
OpenAlex ID: W4285095955
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DOI: 10.1007/S11425-021-1917-4
description: scientific article; zbMATH DE number 7606684