Analysis of stock market indices through multidimensional scaling

Bibliographic Details
Main Author: Machado, J. A. Tenreiro
Publication Date: 2011
Other Authors: Duarte, Fernando B., Duarte, Gonçalo Monteiro
Format: Article
Language: eng
Source: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Download full: http://hdl.handle.net/10400.22/4103
Summary: 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.
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spelling Analysis of stock market indices through multidimensional scalingMultidimensional scalingStock market daily valuesTime-varying correlationEconophysicsWe 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.ElsevierRepositório Científico do Instituto Politécnico do PortoMachado, J. A. TenreiroDuarte, Fernando B.Duarte, Gonçalo Monteiro2014-03-05T16:28:04Z20112011-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.22/4103eng007-570410.1016/j.cnsns.2011.04.027info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-13T12:44:00Zoai:recipp.ipp.pt:10400.22/4103Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:25:01.456483Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Analysis of stock market indices through multidimensional scaling
title Analysis of stock market indices through multidimensional scaling
spellingShingle Analysis of stock market indices through multidimensional scaling
Machado, J. A. Tenreiro
Multidimensional scaling
Stock market daily values
Time-varying correlation
Econophysics
title_short Analysis of stock market indices through multidimensional scaling
title_full Analysis of stock market indices through multidimensional scaling
title_fullStr Analysis of stock market indices through multidimensional scaling
title_full_unstemmed Analysis of stock market indices through multidimensional scaling
title_sort Analysis of stock market indices through multidimensional scaling
author Machado, J. A. Tenreiro
author_facet Machado, J. A. Tenreiro
Duarte, Fernando B.
Duarte, Gonçalo Monteiro
author_role author
author2 Duarte, Fernando B.
Duarte, Gonçalo Monteiro
author2_role author
author
dc.contributor.none.fl_str_mv Repositório Científico do Instituto Politécnico do Porto
dc.contributor.author.fl_str_mv Machado, J. A. Tenreiro
Duarte, Fernando B.
Duarte, Gonçalo Monteiro
dc.subject.por.fl_str_mv Multidimensional scaling
Stock market daily values
Time-varying correlation
Econophysics
topic Multidimensional scaling
Stock market daily values
Time-varying correlation
Econophysics
description 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.
publishDate 2011
dc.date.none.fl_str_mv 2011
2011-01-01T00:00:00Z
2014-03-05T16:28:04Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.22/4103
url http://hdl.handle.net/10400.22/4103
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 007-5704
10.1016/j.cnsns.2011.04.027
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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instacron_str RCAAP
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collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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