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金融危机下股市网络的结构特性研究
  • 期刊名称:成都信息工程学院学报
  • 时间:0
  • 页码:107-111
  • 语言:中文
  • 分类:F830.9[经济管理—金融学]
  • 作者机构:[1]江苏大学理学院,江苏镇江212013
  • 相关基金:基金项目:国家自然科学基金资助项且(70871056)
  • 相关项目:系统范式及延迟脉冲金融投资演化均衡模型的创新性研究
中文摘要:

利用复杂网络的方法,以各国股市为节点,以各股市问的关联性为边,建立起各国股市间的关联网络。通过Matlab编程计算研究了该网络的结构特性,分析出国际股市网络具有典型的小世界性和明显的社区结构,不具有无标度性。进而从网络结构上分析了金融危机的蔓延发生。并通过影响强度分析研究了中国股市在国际股市网络中的位置。

英文摘要:

With the help of the complex network methods various countries' stock markets are used as node and the relation of various stock markets as edge. The relative network among stock markets of various countries is estab- lished. By means of the Matlab programming calculation the features of the network structure is studied. The fea- tures of the international stock market network processes such as classical small world and obvious community struc- ture without scale-free nature are analyzed. The occurrence and spread of the financial crisis is also analyzed based on the network structure. The role of the Chinese stock market plays in the international stock market network is stud- ied by the influence strength analysis.

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