Analysis of stock market indices through multidimensional scaling
Data(s) |
05/03/2014
05/03/2014
2011
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Resumo |
We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models. |
Identificador |
http://dx.doi.org/10.1016/j.cnsns.2011.04.027 007-5704 |
Idioma(s) |
eng |
Publicador |
Elsevier |
Relação |
Communications in Nonlinear Science and Numerical Simulation; Vol. 16, Issue 12 http://www.sciencedirect.com/science/article/pii/S1007570411002218 |
Direitos |
openAccess |
Palavras-Chave | #Multidimensional scaling #Stock market daily values #Time-varying correlation #Econophysics |
Tipo |
article |