1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.GN2025
The local Gaussian correlation networks among return tails in the Chinese stock market
Peng Liu
Financial networks based on Pearson correlations have been intensively studied. However, previous studies may have led to misleading and catastrophic results because of several cri…
q-fin.ST2024★ 1 cited
Anti-correlation network among China A-shares
Peng Liu
The correlation-based financial networks are studied intensively. However, previous studies ignored the importance of the anti-correlation. This paper is the first to consider the…