Titlebook: Econophysics of Systemic Risk and Network Dynamics; Frédéric Abergel,Bikas K. Chakrabarti,Asim Ghosh Book 2013 Springer-Verlag Italia 2013

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annexation

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New Economic Windowshttp://image.papertrans.cn/e/image/302108.jpg

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https://doi.org/10.1007/978-3-642-93473-5rder to investigate integration and systemic risk in derivative markets. Several classes of underlying assets (i.e. energy products, metals, financial assets, agricultural products) are considered, on a twelve-year period. In such a high dimensional analysis, the graph theory enables us to understan

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完整

Mahyar Izadi,Ebrahim Karbassioon,Mori Toosional stress on markets, with conceivable dramatic consequences. Such a phenomenon has been shown to be common to most financial assets, both at high and low frequency. Its present-day description relies on an empirical characterization proposed by Omori at the end of 1800 for seismic earthquakes. We

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