Abstract
This paper applies multidimensional scaling techniques and Fourier transform for visualizing possible time-varying correlations between 25 stock market values. The method is useful for observing clusters of stock markets with similar behavior.
Keywords
- Stock Market
- International Stock Market
- Histogram Distance
- European Stock Market
- Econometric Time Series
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Duarte, G.M., Machado, J.T., Duarte, F.B. (2011). Multidimensional Scaling Analysis of Stock Market Indexes. In: Nonlinear and Complex Dynamics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-0231-2_24
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DOI: https://doi.org/10.1007/978-1-4614-0231-2_24
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