دانلود مقاله ISI انگلیسی شماره 100924
کد مقاله سال انتشار مقاله انگلیسی ترجمه فارسی تعداد کلمات
100924 2017 26 صفحه PDF سفارش دهید 10067 کلمه
خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.
عنوان انگلیسی
A statistical analysis of UK financial networks
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Physica A: Statistical Mechanics and its Applications, Volume 471, 1 April 2017, Pages 445-459

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چکیده انگلیسی

In recent years, with a growing interest in big or large datasets, there has been a rise in the application of large graphs and networks to financial big data. Much of this research has focused on the construction and analysis of the network structure of stock markets, based on the relationships between stock prices. Motivated by Boginski et al. (2005), who studied the characteristics of a network structure of the US stock market, we construct network graphs of the UK stock market using same method. We fit four distributions to the degree density of the vertices from these graphs, the Pareto I, Fréchet, lognormal, and generalised Pareto distributions, and assess the goodness of fit. Our results show that the degree density of the complements of the market graphs, constructed using a negative threshold value close to zero, can be fitted well with the Fréchet and lognormal distributions.

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پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.