摘要翻译：
从复杂网络角度对金融市场的研究揭示了许多现象学性质，其中大多数研究将金融市场映射为一个复杂网络。本文利用可见性算法将单个股票指数转化为一个可见性图，通过可见性图对世界30个股票市场指数进行了研究。在最小生成树中发现了一个普遍的异速标度律，其标度指数与股票市场和股票指数的长度无关。相反，最大生成树和随机生成树不表现出普遍的异速缩放行为。股票指数的异速标度行为与布朗运动存在显著差异。利用替代时间序列，我们发现这些差异是由收益率分布的胖尾性、非线性的长期相关性以及这两个影响因素之间的耦合效应造成的。
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英文标题：
《Universal and nonuniversal allometric scaling behaviors in the
  visibility graphs of world stock market indices》
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作者：
Meng-Cen Qian (Fudan), Zhi-Qiang Jiang (ECUST), and Wei-Xing Zhou
  (ECUST)
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最新提交年份：
2009
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
  The investigations of financial markets from a complex network perspective have unveiled many phenomenological properties, in which the majority of these studies map the financial markets into one complex network. In this work, we investigate 30 world stock market indices through their visibility graphs by adopting the visibility algorithm to convert each single stock index into one visibility graph. A universal allometric scaling law is uncovered in the minimal spanning trees, whose scaling exponent is independent of the stock market and the length of the stock index. In contrast, the maximal spanning trees and the random spanning trees do not exhibit universal allometric scaling behaviors. There are marked discrepancies in the allometric scaling behaviors between the stock indices and the Brownian motions. Using surrogate time series, we find that these discrepancies are caused by the fat-tailedness of the return distribution, the nonlinear long-term correlation, and a coupling effect between these two influence factors.
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PDF链接：
https://arxiv.org/pdf/0910.2524