刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
出版时间:1 April 2017
年:2017
卷:471
期:Complete
页码:106-113
全文大小:1967 K
卷排序:471
文摘
Partial correlation is investigated for the Chinese stock market. Native market index has a great impact on the market correlation. Stocks are mainly affected by their own or closely related economic sector. Structure similarity decays with the time interval.