JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2017, Vol. 52 ›› Issue (5): 41-48.doi: 10.6040/j.issn.1671-9352.0.2017.039

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Analysison statistical characteristic of Chinese stock market based on complex networks

XU Zhong-hao, LI Tian-qi   

  1. School of Statistics, East China Normal University, Shanghai 200241, China
  • Received:2017-02-10 Online:2017-05-20 Published:2017-05-15

Abstract: To analyze the statistical characteristic of Chinese stock market, we setting a series of time windows to construct dynamic correlation networks, through distance matrix, MST and threshold method to divert dynamic correlation networks and construct sequences of statistics of networks, and relations between each statistics are analyzed in this paper. According to the conclusion, the return of SSE Composite Index has negative effect on clustering coefficient and positive effect on average shortest path of correlation networks. Clustering coefficient of correlation network has positive effect on network synchronization while average shortest path has negative effect on network synchronization.

Key words: network synchronization, stock correlation, clustering coefficient

CLC Number: 

  • F832
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