参考文献
[ 1 ] Watts D J,Strogatz S H. Collective Dynamics of Smallworld
Networks[J]. Nature,1998,393(6684):440-442.
[ 2 ] Barabási A L, Albert R. Emergence of Scaling in
Random Networks[J]. Science,1999,286:509-512.
[ 3 ] Edgar Peters. Complexity, Risk and Financial Markets[
M]. [S. 1. ]:John Wiley & Sons,2001.
[ 4 ] Mantegna R N. Hierarchical Structure in Financial
Markets [J]. The European Physical Journal B,1999,
11(1):193-197.
[ 5 ] Eom C J, Oh G J, Jung W S, et al. Topological
Properties of Stock Networks Based on Minimal
Spanning Tree and Random Matrix Theory in Financial
Time Series[J]. Physica A,2009,388(6):900-906.
[ 6 ] 马源源,庄新田,李凌轩. 沪深两市股权关联网络的社
团结构及其稳健性[J]. 系统工程理论与实践,2011,
31(12):2241-2251.
[ 7 ] Mantegna R N, Stanley H E. An Introduction to
Econophysics: Correlations and Complexity in Finance[
M]. Cambridge,UK:Cambridge University Press,
2000.
[ 8 ] Caraiani P. Characterizing Emerging European Stock
Markets Through Complex Networks: From Local
Properties to Self-similar Characteristics[J]. Physica A,
2012,391(13):3629-3637.
[ 9 ] Namaki A,Shirazi A H,Raei R,et al. Network Analysis
of a Financial Market Based on Genuine Correlation and
Threshold Method [ J ]. Physica A, 2011, 390 (21):3
[10] Kantelhardt J W,Zschiegner S A. Multifractal Detrended
Fluctuation Analysis of Nonstationary Time Series[J].
Physica A,2002,316(1-4):87-114.
[11] 张 林,刘春燕. 日中两国不同经济时期股市的多重
分形分析[J]. 系统工程理论与实践,2013,33(2):
317-328. (下转第76页)
(上接第64 页)
[12] 黄健柏,程 慧,郭尧琦,等. 金属期货量价关系的多
重分形特征研究———基于MF-DCCA 方法[J]. 管理
评论,2013,(4):77-85.
[13] Yin Y,Shan P J. Modified DFA and DCCA Approach
for Quantifying the Multiscale Correlation Structure of
Financial Markets [ J ]. Physica A, 2013, 392 ( 24 ):
6442-6457.
[14] 陈暮紫,陈 敏,吴武清,等. 中国A 股市场行业板块
间领滞关系的动态变化实证研究[J]. 系统工程理论
与实践,2009,29(6):19-31.
[15] 程希明,蒋学雷,陈 敏,等. 中国股市板块羊群效应
的实证研究[J]. 系统工程理论与实践,2004,24(12):
34-38,48.
[16] 李奇泽,张铁刚,丁焕强. 中国证券投资基金羊群行
为———基于周期规律与板块效应的实证分析[J]. 中
央财经大学学报,2013,(6):37-43
[17] 彭 艳,张 维. 我国股票市场的分板块投资策略及
其应用[J]. 数量经济技术经济研究,2003,(12):
148-151.
[18] 杨 博,刘大有,金 弟,等. 复杂网络聚类方法[J].
软件学报,2009,20(1):54-66.
[19] Lancichinetti A, Fortunato S. Community Detection
Algorithms: A Comparative Analysis [ J ]. Physics
Review E,2009,80(5).
编辑 索书志 |