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Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods
We quantify the amount of information filtered by different hierarchical clustering methods on correlations between stock returns comparing the clustering structure with the underlying industrial activity classification. We apply, for the first time to financial data, a novel hierarchical clustering...
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| Publicado no: | PLoS One |
|---|---|
| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2015
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4365074/ https://ncbi.nlm.nih.gov/pubmed/25786703 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0116201 |
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