Abstract：The complex network is established to measure correlations in fluctuation among index return series of stock markets from various countries, with the Kendall’s τ rank correlation coefficient as the edge weight. The network topology characteristics are studied and analysis results show that the international stock market network is endowed with small-world effect, without scale-free nature and three communities are found. The results agree with reality,which has certain instructive effect on the setting of immunization strategies.
韩冬梅, 王雯. 复杂网络视角下的国际证券市场结构特征分析[J]. 复杂系统与复杂性科学, 2014, 11(3): 50-57.
HAN Dongmei, WANG Wen. Analysis of International Stock Market Structure and Feature from the Perspective of Complex Network[J]. Complex Systems and Complexity Science, 2014, 11(3): 50-57.
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