| Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method | |
| Bu, Hui; Tang, Wenjin; Wu, Junjie | |
| 刊名 | ECONOMIC MODELLING
 |
| 2019 | |
| 卷号 | 81页码:181-204 |
| 关键词 | Comovement measure Comovement structure Topology of causal network Common factors Panel data model |
| ISSN号 | 0264-9993 |
| DOI | 10.1016/j.econmod.2019.03.002 |
| URL标识 | 查看原文 |
| 收录类别 | SSCI |
| WOS记录号 | WOS:000487568500015 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5915776 |
| 专题 | 北京航空航天大学 |
| 推荐引用方式 GB/T 7714 | Bu, Hui,Tang, Wenjin,Wu, Junjie. Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method[J]. ECONOMIC MODELLING,2019,81:181-204. |
| APA | Bu, Hui,Tang, Wenjin,&Wu, Junjie.(2019).Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method.ECONOMIC MODELLING,81,181-204. |
| MLA | Bu, Hui,et al."Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method".ECONOMIC MODELLING 81(2019):181-204. |
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