In our network analysis of 40 developed, emerging and frontier stock markets during the
2006–2014 period, we describe and model volatility spillovers during both the global …

Based on criteria of mathematical simplicity and consistency with empirical market data, a
model with volatility driven by fractional noise has been constructed which provides a fairly …

Based on the Internet Finance development index developed by Peking University in
investigating 31 provinces, we use social network analysis to investigate the spatial …

The recent financial crisis has stressed the need to understand financial systems as
networks of interdependent countries, where cross-border financial linkages play the …

We examine whether the relationship between market volatility and network properties in the
low-frequency level can be applied to the high-frequency level. For the analysis, we use the …

Gender differences in collaborative research have received little attention when compared
with the growing importance that women hold in academia and research. Unsurprisingly …

In this study we analyze Brazilian stock prices to detect the development of bubbles and
crashes in individual stocks using a log-periodic equation. We implement a genetic …

We present and analyze a novel regularization technique based on enhancing our dataset
with corrupted copies of our original data. The motivation is that since the learning algorithm …

The synchronization in financial markets has increased during the rise of global markets.
Nevertheless, global shocks provoke high levels of returns synchronization that jeopardize …

This book discusses the theory, methods, and applications of flow of funds analysis. The
book integrates the basic principles of economic statistics, financial accounts, international …