搜索结果: 1-2 共查到“理论经济学 stock indices”相关记录2条 . 查询时间(0.093 秒)
Temporal structure and gain/loss asymmetry for real and artificial stock indices
Temporal structure gain/loss asymmetry mutual information
2010/11/1
We demonstrate that the gain/loss asymmetry observed for stock indices vanishes if the temporal dependence structure is destroyed by scrambling the time series. We also show that an artificial index c...
Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In contrast, the Asia/Pac...