Stock Market Temporal Complex Networks Construction, Robustness Analysis, and Systematic Risk Identification: A Case of CSI 300 Index

Table 4

Statistical chart of the absolute value of the cointegration coefficient during 2016-2017 and 2017-2018.

2016-2017			2017-2018
Interval	Number	Frequency (%)	Interval	Number	Frequency (%)
[0.0000, 0.0788)	2719	19.15	[0.0000, 0.0679)	603	4.25
[0.0788, 0.1575)	2718	19.15	[0.0679, 0.1357)	972	6.85
[0.1575, 0.2363)	2504	17.64	[0.1357, 0.2036)	1542	10.86
[0.2363, 0.3150)	2075	14.62	[0.2036, 0.2714)	2130	15.00
[0.3150, 0.3938)	1487	10.47	[0.2714, 0.3393)	2126	14.98
[0.3938, 0.4726)	1060	7.47	[0.3393, 0.4071)	1956	13.78
[0.4726, 0.5513)	590	4.16	[0.4071, 0.4750)	1538	10.83
[0.5513, 0.6301)	392	2.76	[0.4750, 0.5429)	1085	7.64
[0.6301, 0.7089)	227	1.60	[0.5429, 0.6107)	824	5.80
[0.7089, 0.7876)	146	1.03	[0.6107, 0.6786)	535	3.77
[0.7876, 0.8664)	116	0.82	[0.6786, 0.7464)	364	2.56
[0.8664, 0.9451)	61	0.43	[0.7464, 0.8143)	230	1.62
[0.9451, 1.0239)	48	0.34	[0.8143, 0.8821)	132	0.93
[1.0239, 1.1027)	21	0.15	[0.8821, 0.9500)	77	0.54
[1.1027, 1.1814)	12	0.08	[0.9500, 1.0179)	42	0.30
[1.1814, 1.2602)	10	0.07	[1.0179, 1.0857)	26	0.18
[1.2602, 1.3389)	7	0.05	[1.0857, 1.1536)	9	0.06
[1.3389, 1.4177)	1	0.01	[1.1536, 1.2214)	3	0.02
[1.4177, 1.4965)	0	0.00	[1.2214, 1.2893)	1	0.01
[1.4965, 1.5752]	2	0.01	[1.2893, 1.3571]	1	0.01