| 金融危机前后中信行业指数联动效应及其社团结构比较 |
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| 引用本文： | 谢邦昌,游涛.金融危机前后中信行业指数联动效应及其社团结构比较[J].商业经济与管理,2015,0(1):80-87. |
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| 作者姓名： | 谢邦昌 游涛 |
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| 作者单位： | 1. 台湾辅仁大学
2. 中央财经大学 |
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| 基金项目： | 国家社会科学基金重大项目“大数据与统计学理论的发展研究”，国家统计局重大项目“大数据现象、理论及处理技术的发展和创新研究” |
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| 摘 要： | 文章采用平面最大过滤图和InfoMap算法研究中信行业指数网络在金融危机前、中、后三个阶段的联动效应及其社团结构。研究结果表明，三个阶段的指数网络都存在小世界性质，且危机期间的网络联动效应最强；社团结构在危机期间有相互融合的整体趋势即网络变得更加紧密；社团中核心节点存在局部影响优势，某些边缘节点间存在局部强联动效应。
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| 关 键 词： | 中信行业指数 平面最大过滤图 社团结构 联动效应 |
| 收稿时间： | 2014-10-20 |
Linkage Effect and Community Structure of CITIC Industry Indices before and after the Financial Crisis |
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| XIE Bang-chang,YOU Tao.Linkage Effect and Community Structure of CITIC Industry Indices before and after the Financial Crisis[J].Business Economics and Administration,2015,0(1):80-87. |
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| Authors: | XIE Bang-chang YOU Tao |
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| Institution: | XIE Bang-chang;YOU Tao;School of Statistics and Mathematics,Central University of Finance and Economics;Department of Statistics & Information Science,Fujen Catholic University; |
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| Abstract: | This paper aims to study the linkage effect and community structure of CITIC industry indices network before, during and after the financial crisis through PMFG and InfoMap algorithm. This paper shows that, small world network character exists in all three periods; the linkage effect has been enhanced during the crisis; community structure has a tendency to merge during the crisis, i.e., more compact; in the community core nodes have local influence advantage, and some marginal nodes show local strong linkage effect. |
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| Keywords: | CITIC industry indices PMFG community structure linkage effect |
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