Quantitative measurement of the contagion effect between US and Chinese stock market during the financial crisis (English)
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In:
Physica / A
;
410
; 550-560
;
2014
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ISSN:
- Article (Journal) / Print
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Title:Quantitative measurement of the contagion effect between US and Chinese stock market during the financial crisis
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Contributors:
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Published in:Physica / A ; 410 ; 550-560
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Publisher:
- New search for: North Holland Publ. Co.
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Place of publication:Amsterdam
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Publication date:2014
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ISSN:
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ZDBID:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 535/3400
- New search for: 33.25
- Further information on Basic classification
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Keywords:
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Source:
Table of contents – Volume 410
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Statistical complexity measures as telltale of relevant scales in emergent dynamics of spatial systemsArbona, A. / Bona, C. / Miñano, B. / Plastino, A. et al. | 2014
- 9
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Effects of non-stationarity on the magnitude and sign scaling in the multi-scale vertical velocity incrementLi, Qinglei / Fu, Zuntao / Yuan, Naiming / Xie, Fenghua et al. | 2014
- 17
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The restrictions of the maximum entropy production principleMartyushev, L.M. / Seleznev, V.D. et al. | 2014
- 22
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Hybrid strategy for reducing transport cost in spatially embedded networksHuang, Wei / Yang, Xi / Yang, Xuhua / Chen, Shengyong et al. | 2014
- 30
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Inequality in societies, academic institutions and science journals: Gini and -indicesGhosh, Asim / Chattopadhyay, Nachiketa / Chakrabarti, Bikas K. et al. | 2014
- 30
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Inequality in societies, academic institutions and science journals: Gini and -indicesGhosh, Asim et al. | 2014
- 35
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Stochastic stability of fractional Fokker–Planck equationZhang, Yutian / Chen, Feng et al. | 2014
- 43
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Fractal properties of financial marketsBudinski-Petković, Lj. / Lončarević, I. / Jakšić, Z.M. / Vrhovac, S.B. et al. | 2014
- 54
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Branched-polymer to inflated transition of self-avoiding fluid surfacesKoibuchi, Hiroshi / Shobukhov, Andrey et al. | 2014
- 66
-
Stochastic patterns in a 1D Rock–Paper–Scissors model with mutationCianci, Claudia / Carletti, Timoteo et al. | 2014
- 79
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The analysis of an epidemic model with time delay on scale-free networksLiu, Qi-Ming / Deng, Chang-Song / Sun, Mei-Ci et al. | 2014
- 88
-
Detection of anyon’s braiding and identification of anyon entangled states in optical microcavitiesShen, Yao / Ai, Qing / Long, Gui Lu et al. | 2014
- 94
-
Not all that glitters is RMT in the forecasting of risk of portfolios in the Brazilian stock marketSandoval, Leonidas Jr. / Bortoluzzo, Adriana Bruscato / Venezuela, Maria Kelly et al. | 2014
- 110
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How much work can be extracted from a radiation reservoir?Badescu, Viorel et al. | 2014
- 120
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On projectile fragmentation at high-velocity perforation of a thin bumperMyagkov, N.N. / Stepanov, V.V. et al. | 2014
- 131
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A memetic algorithm for enhancing the robustness of scale-free networks against malicious attacksZhou, Mingxing / Liu, Jing et al. | 2014
- 144
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Epidemical dynamics of SIS pair approximation models on regular and random networksLuo, Xiao-Feng / Zhang, Xiaoguang / Sun, Gui-Quan / Jin, Zhen et al. | 2014
- 154
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Multifractal detrended cross-correlation analysis of the oil-dependent economies: Evidence from the West Texas intermediate crude oil and the GCC stock marketsMa, Feng / Zhang, Qian / Peng, Chen / Wei, Yu et al. | 2014
- 167
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Fidelity susceptibility and quantum Fisher information for density operators with arbitrary ranksLiu, Jing / Xiong, Heng-Na / Song, Fei / Wang, Xiaoguang et al. | 2014
- 174
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The fine-structure of volatility feedback I: Multi-scale self-reflexivityChicheportiche, Rémy / Bouchaud, Jean-Philippe et al. | 2014
- 196
-
Global stability and optimal control of an SIRS epidemic model on heterogeneous networksChen, Lijuan / Sun, Jitao et al. | 2014
- 205
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Cucker–Smale flocking under rooted leadership with free-will agentsLi, Zhuchun / Xue, Xiaoping et al. | 2013
- 218
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Uniaxial anisotropy effects in the mixed-spin Ising model on a decorated Bethe latticeGan, Tao / Wang, An Min et al. | 2014
- 226
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Portfolios and the market geometryEleutério, Samuel / Araújo, Tanya / Vilela Mendes, R. et al. | 2014
- 236
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Stochastic sensitivity of the closed invariant curves for discrete-time systemsBashkirtseva, Irina / Ryashko, Lev et al. | 2014
- 244
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Numerical determination of hitting time distributions from their Laplace transforms: Simple casesGzyl, Henryk / ter Horst, Enrique et al. | 2014
- 253
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Magnetic behaviors of frustrated Ising spin-chain system: Wang–Landau simulation for three-dimensional latticeYang, T.H. / Lin, W.S. / Jia, X.T. / Qin, M.H. / Liu, J.-M. et al. | 2014
- 259
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Do not aim too high nor too low: Moderate expectation-based group formation promotes public cooperation on networksWang, Xiaofeng / Wu, Te / Wang, Long et al. | 2014
- 268
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Global stability analysis of an SIR epidemic model with demographics and time delay on networksWang, Jianrong / Wang, Jianping / Liu, Maoxing / Li, Youwen et al. | 2014
- 276
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On the dynamics of a tandem of asynchronous flapping wings: Lattice Boltzmann-immersed boundary simulationsDe Rosis, Alessandro et al. | 2014
- 287
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Protein sequence complexity revisited. Relationship with fractal 3D structure, topological and kinetic parametersTejera, E. / Nieto-Villar, J. / Rebelo, I. et al. | 2014
- 302
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The evolving network structure of US airline system during 1990–2010Lin, Jingyi / Ban, Yifang et al. | 2014
- 313
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What is the effective impact of the explosive orbital growth in discrete-time one-dimensional polynomial dynamical systems?Brison, Owen J. / Gallas, Jason A.C. et al. | 2014
- 319
-
Asymmetric Brownian transport in a family of corrugated two-dimensional channelsAlvarez-Ramirez, J. / Dagdug, L. / Inzunza, L. et al. | 2014
- 327
-
An analysis of the financial crisis in the KOSPI market using Hurst exponentsYim, Kyubin / Oh, Gabjin / Kim, Seunghwan et al. | 2014
- 335
-
Probabilistic solution of vibro-impact stochastic Duffing systems with a unilateral non-zero offset barrierZhu, H.T. et al. | 2014
- 345
-
A wavelet-based evaluation of time-varying long memory of equity markets: A paradigm in crisisTan, Pei P. / Chin, Cheong W. / Galagedera, Don U.A. et al. | 2014
- 359
-
Modeling longitudinal driving behaviors at defective sites on urban expresswaysYang, Xiaofang / Wang, Xinzhu / Fu, Qiang / Cheng, Yang / Ran, Bin et al. | 2014
- 370
-
Kinetic phase transition in the semi-infinite Ising model under an oscillating fieldEl Hachimi, A.G. / El Yadari, M. / Benyoussef, A. / El Kenz, A. / Bahmad, L. et al. | 2014
- 380
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Transport processes and irreversible thermodynamics analysis in tumoral systemsLucia, Umberto et al. | 2014
- 391
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Human dynamics of spending: Longitudinal study of a coalition loyalty programYi, Il Gu / Jeong, Hyang Min / Choi, Woosuk / Jang, Seungkwon / Lee, Heejin / Kim, Beom Jun et al. | 2014
- 399
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Reaction on a solid surface supplied by an anomalous mass transfer sourceLenzi, E.K. / Lenzi, M.K. / Zola, R.S. / Ribeiro, H.V. / Zola, F.C. / Evangelista, L.R. / Gonçalves, G. et al. | 2014
- 407
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Morphology transformation of a vesicle induced by a pair of encapsulated particlesZhang, Qiyi / Xiang, Xun et al. | 2014
- 414
-
Analysis of bubbles and crashes in the TRY/USD, TRY/EUR, TRY/JPY and TRY/CHF exchange rate within the scope of econophysicsDeviren, Bayram / Kocakaplan, Yusuf / Keskin, Mustafa / Balcılar, Mehmet / Özdemir, Zeynel Abidin / Ersoy, Ersan et al. | 2014
- 421
-
Efficient routing on two layer degree-coupled networksNian, Xiaoling / Fu, Hongguang et al. | 2014
- 428
-
Influence of a drag force on linear transport in low-density gases. Stability analysisPérez-Fuentes, José Carlos / Garzó, Vicente et al. | 2014
- 439
-
Information loss method to measure node similarity in networksLi, Yongli / Luo, Peng / Wu, Chong et al. | 2014
- 450
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Self-organization and phase transition in financial markets with multiple choicesZhong, Li-Xin / Xu, Wen-Juan / Huang, Ping / Qiu, Tian / He, Yun-Xin / Zhong, Chen-Yang et al. | 2014
- 457
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Spread of epidemic-like failures in telecommunication networksRipoll, J. / Manzano, M. / Calle, E. et al. | 2014
- 470
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A quantitative criterion to describe the deformation process of rock sample subjected to uniaxial compression: From criticality to final failureXue, Lei / Qin, Siqing / Sun, Qiang / Wang, Yuanyuan / Qian, Haitao et al. | 2014
- 483
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Time series analysis of the developed financial markets’ integration using visibility graphsZhuang, Enyu / Small, Michael / Feng, Gang et al. | 2014
- 496
-
Selective altruism in collective gamesZappalà, Dario A. / Pluchino, Alessandro / Rapisarda, Andrea et al. | 2014
- 513
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Can we still beat “buy-and-hold” for individual stocks?Hui, Eddie C.M. / Kevin Chan, Ka Kwan et al. | 2014
- 535
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Bridging the gap between different social networksQiao, Jian / Huang, Hong-Qiao / Li, Guo-Ying / Fan, Ying et al. | 2014
- 550
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Quantitative measurement of the contagion effect between US and Chinese stock market during the financial crisisChen, Wang / Wei, Yu / Zhang, Bangzheng / Yu, Jiang et al. | 2014
- 561
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Multistability and transition to chaos in the degenerate Hamiltonian system with weak nonlinear dissipative perturbationFelk, E.V. / Kuznetsov, A.P. / Savin, A.V. et al. | 2014
- 573
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The effect of interdependence on the percolation of interdependent networksJiang, J. / Li, W. / Cai, X. et al. | 2014
- 582
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Bridging percolation and particle dynamics models of the granular rigidity transitionFitzgerald, Barry W. / Clancy, Ian / Corcoran, David et al. | 2014
- 595
-
A stochastic evolutionary model for survival dynamicsFenner, Trevor / Levene, Mark / Loizou, George et al. | 2014
- 601
-
Streets and pedestrian trajectories in an urban district: Bejan’s constructal principle revisitedKasimova, R.G. / Tishin, D. / Kacimov, A.R. et al. | 2014
- 609
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Local regression type methods applied to the study of geophysics and high frequency financial dataMariani, M.C. / Basu, K. et al. | 2014
- 623
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Stochastic GARCH dynamics describing correlations between stocksPrat-Ortega, G. / Savel’ev, S.E. et al. | 2014
- 628
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Dynamic range in small-world networks of Hodgkin–Huxley neurons with chemical synapsesBatista, C.A.S. / Viana, R.L. / Lopes, S.R. / Batista, A.M. et al. | 2014
- IFC
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Editorial Board| 2014