Spatial and temporal structures of four financial markets in Greater China
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jiang, Xiong-Fei & Zheng, Bo & Ren, Fei & Qiu, Tian, 2017. "Localized motion in random matrix decomposition of complex financial systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 154-161.
- Jun-Jie Chen & Lei Tan & Bo Zheng, 2015. "Agent-based model with multi-level herding for complex financial systems," Papers 1504.01811, arXiv.org.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-02-08 (All new papers)
- NEP-FMK-2014-02-08 (Financial Markets)
- NEP-TRA-2014-02-08 (Transition Economics)
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