Cite
Financial risk propagation between Chinese and American stock markets based on multilayer networks.
MLA
Huang, Qi-An, et al. “Financial Risk Propagation between Chinese and American Stock Markets Based on Multilayer Networks.” Physica A, vol. 586, Jan. 2022, p. N.PAG. EBSCOhost, https://doi.org/10.1016/j.physa.2021.126445.
APA
Huang, Q.-A., Zhao, J.-C., & Wu, X.-Q. (2022). Financial risk propagation between Chinese and American stock markets based on multilayer networks. Physica A, 586, N.PAG. https://doi.org/10.1016/j.physa.2021.126445
Chicago
Huang, Qi-An, Jun-Chan Zhao, and Xiao-Qun Wu. 2022. “Financial Risk Propagation between Chinese and American Stock Markets Based on Multilayer Networks.” Physica A 586 (January): N.PAG. doi:10.1016/j.physa.2021.126445.