Network mining based elucidation of the dynamics of cross-market clustering and connectedness in Asian region: An MST and hierarchical clustering approach
We investigate the dynamics of cross-market clustering and connectedness of the Asian capital markets in this study. We perform the cross-correlation structure analysis of the daily return data of 14 global indices belonging to the major Asian capital markets by using the sub-dominant ultrametric di...
Na minha lista:
| Principais autores: | , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer
2019-04-01
|
| coleção: | Journal of King Saud University: Computer and Information Sciences |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S1319157817302343 |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|