山东大学学报（理学版） ›› 2017, Vol. 52 ›› Issue (5): 41-48.doi: 10.6040/j.issn.1671-9352.0.2017.039
许忠好,李天奇
XU Zhong-hao, LI Tian-qi
摘要： 为分析中国股票市场统计特征,利用通过滑动时间窗口建立相关性网络序列,通过超度量矩阵、最小生成树和阈值法等方法转化相关性网络,建立相关性网络的统计特征序列,并分析各个统计特征间的关联与影响。研究结果表明,上证指数收益率对股票相关性网络的聚类系数有负效应,对平均最短路径有正效应,表明中国资本市场上升的动量具有分散化的特征;同时,相关性网络的聚类系数对网络同步性有正效应,平均最短路径则对网络同步性有负效应。
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