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	Are stock market networks non-fractal? Evidence from New York Stock Exchange
	Zeng, ZJ; Xie, C; Yan, XG; Hu, J; Mao, Z
刊名	Finance Research Letters
	2016
卷号	Vol.17页码:97-102
关键词	Econophysics Stock market (Non)-fractal Minimum spanning tree
ISSN号	1544-6123
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/6065308
专题	湖南大学
作者单位	1.Hunan Univ, Coll Business Adm, Changsha 410082, Hunan, Peoples R China 2.Hunan Univ, Ctr Finance & Investment Management, Changsha 410082, Hunan, Peoples R China
推荐引用方式 GB/T 7714	Zeng, ZJ,Xie, C,Yan, XG,et al. Are stock market networks non-fractal? Evidence from New York Stock Exchange[J]. Finance Research Letters,2016,Vol.17:97-102.
APA	Zeng, ZJ,Xie, C,Yan, XG,Hu, J,&Mao, Z.(2016).Are stock market networks non-fractal? Evidence from New York Stock Exchange.Finance Research Letters,Vol.17,97-102.
MLA	Zeng, ZJ,et al."Are stock market networks non-fractal? Evidence from New York Stock Exchange".Finance Research Letters Vol.17(2016):97-102.

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