Price Volatility Network Propagation Model: New Method on Study Price Volatility Associated Effect
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Price Volatility Network Propagation Model: New Method on Study Price Volatility Associated Effect
Acta Scientiarum Naturalium Universitatis SunYatseniVol. 53, Issue 4, Pages: 13-20(2014)
作者机构:
1. 华南理工大学工商管理学院,广东,广州,510640
2.
3. 仲恺农业工程学院计算科学学院,广东,广州,510225
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DOI:
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Published:2014,
Published Online:25 July 2014,
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LIU Xiangrong, YANG Jianmei, SUN Hongying, et al. Price Volatility Network Propagation Model: New Method on Study Price Volatility Associated Effect. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 53(4):13-20(2014)
DOI:
LIU Xiangrong, YANG Jianmei, SUN Hongying, et al. Price Volatility Network Propagation Model: New Method on Study Price Volatility Associated Effect. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 53(4):13-20(2014)DOI:
Price Volatility Network Propagation Model: New Method on Study Price Volatility Associated Effect
input-output price influence model or their combination models to study price volatility associated effect. However
it is very difficult in demolishing and reorganizing inputoutput table to study price volatility associated effect based on the price influence model. To overcome the above difficulty
price volatility network propagation model is established by introducing network communication perspective
i.e. price volatility correlation effects are regarded as network nodes propagation behavior. The study shows that the price volatility network propagation model is more convenient and effective on studying price volatility associated effect. This new method provides a new perspective for the study of price volatility associated effect.
关键词
价格波动网络传播模型关联效应新方法广东省
Keywords
price volatilitynetwork propagation modelassociated effectthe new methodGuangdong province