ITP OpenIR  > 理论物理所SCI论文
Principle Fluctuation Modes of the Global Stock Market
Yan, Y; Liu, MX; Zhu, XW; Chen, XS; Zhu, XW (reprint author), China Univ Polit Sci & Law, Sch Business, Beijing 100088, Peoples R China.
2012
发表期刊CHINESE PHYSICS LETTERS
ISSN0256-307X
卷号29期号:2页码:28901
摘要The purpose of this work is to study the principle fluctuation modes of the global stock market, which is regarded as a complex system. It is proposed that the systematic risk can be reflected by the trace calculated from the cross-correlation matrix, and the integrity can be classified into clusters according to the plus-minus signs of the elements of the eigenvectors corresponding to several top largest eigenvalues whose total value accounts for more than 60 percent of the trace. The principle fluctuation modes of 30 stock markets are in the same direction in each year of 2005-2010. According to the classification criteria proposed here, the stock markets of the Americas, Europe and Asia & Oceania are automatically classified into different clusters, while Brazil, Russia and China are separated.
部门归属[Zhu Xiao-Wu] China Univ Polit Sci & Law, Sch Business, Beijing 100088, Peoples R China; [Yan Yan] Grad Univ, Chinese Acad Sci, Sch Management, Beijing 100080, Peoples R China; [Yan Yan] State Informat Ctr, Postdoctor Working Stn, Beijing 100045, Peoples R China; [Liu Mao-Xin; Chen Xiao-Song] Chinese Acad Sci, Inst Theoret Phys, Beijing 100190, Peoples R China
关键词Matrices
学科领域Physics
资助者National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)]
URL查看原文
收录类别SCI
语种英语
资助者National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)] ; National Natural Science Foundation of China [71103179, 71102129, 10835005]; Program for Young Innovative Research Team in China University of Political Science and Law; Ministry of Education of China [10YJC630425]; Generalized Virtual Economy Fund [GX2011-1019(Y)]
WOS记录号WOS:000300619100063
引用统计
文献类型期刊论文
条目标识符http://ir.itp.ac.cn/handle/311006/15172
专题理论物理所SCI论文
通讯作者Zhu, XW (reprint author), China Univ Polit Sci & Law, Sch Business, Beijing 100088, Peoples R China.
推荐引用方式
GB/T 7714
Yan, Y,Liu, MX,Zhu, XW,et al. Principle Fluctuation Modes of the Global Stock Market[J]. CHINESE PHYSICS LETTERS,2012,29(2):28901.
APA Yan, Y,Liu, MX,Zhu, XW,Chen, XS,&Zhu, XW .(2012).Principle Fluctuation Modes of the Global Stock Market.CHINESE PHYSICS LETTERS,29(2),28901.
MLA Yan, Y,et al."Principle Fluctuation Modes of the Global Stock Market".CHINESE PHYSICS LETTERS 29.2(2012):28901.
条目包含的文件
文件名称/大小 文献类型 版本类型 开放类型 使用许可
Principle Fluctuatio(544KB) 开放获取使用许可请求全文
个性服务
推荐该条目
保存到收藏夹
查看访问统计
导出为Endnote文件
谷歌学术
谷歌学术中相似的文章
[Yan, Y]的文章
[Liu, MX]的文章
[Zhu, XW]的文章
百度学术
百度学术中相似的文章
[Yan, Y]的文章
[Liu, MX]的文章
[Zhu, XW]的文章
必应学术
必应学术中相似的文章
[Yan, Y]的文章
[Liu, MX]的文章
[Zhu, XW]的文章
相关权益政策
暂无数据
收藏/分享
所有评论 (0)
暂无评论
 

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。