中文摘要：

为分析中国股票市场统计特征,利用通过滑动时间窗口建立相关性网络序列,通过超度量矩阵、最小生成树和阈值法等方法转化相关性网络,建立相关性网络的统计特征序列,并分析各个统计特征间的关联与影响。研究结果表明,上证指数收益率对股票相关性网络的聚类系数有负效应,对平均最短路径有正效应,表明中国资本市场上升的动量具有分散化的特征;同时,相关性网络的聚类系数对网络同步性有正效应,平均最短路径则对网络同步性有负效应。

英文摘要：

To analyze the statistical characteristic of Chinese stock market, we setting a series of time windows to construct dynamic correlation networks, through distance matrix, MST and threshold method to divert dynamic correlation networks and construct sequences of statistics of networks, and relations between each statistics are analyzed in this paper. According to the conclusion, the return of SSE Composite Index has negative effect on clustering coefficient and positive effect on average shortest path of correlation networks. Clustering coefficient of correlation network has positive effect on network synchronization while average shortest path has negative effect on network synchronization.