کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
11023324 1701307 2019 23 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Dynamic topology and allometric scaling behavior on the Vietnamese stock market
ترجمه فارسی عنوان
توپولوژی پویا و رفتار پوسته پوسته شدن آلومتریک در بازار سهام ویتنام
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
چکیده انگلیسی
The impact of the Vietnamese financial crisis during 2011-2012 into the stock market was revealed by a structural change of the minimum spanning tree (MST) constructed from the daily stock price. We found that the MST has a star-like structure during this period, similar to that of the German market during the worldwide financial crisis of 2007-2008 (M. Wiliski et al., 2013), and a hierarchical scale-free structure for the rest of time. In addition, we investigate the market from a complex network perspective by analyzing the allometric scaling behavior. We found that all networks have the allometric scaling property, with exponent η ranging from 1.213±0.013 during the financial instability period to about 1.357±0.011 in normal time. These values correspond to a complex “dimension” of the financial market of between 3 and 5, which need to be further investigated in the future.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 514, 15 January 2019, Pages 235-243
نویسندگان
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