haku: @indexterm Multidimensional scaling / yhteensä: 66
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| Tekijä: | Groenen, P. Franses, P. |
| Otsikko: | Visualizing time-varying correlations across stock markets |
| Lehti: | Journal of Empirical Finance
2000 : AUG, VOL. 7:2, p. 155-172 |
| Asiasana: | MULTIDIMENSIONAL SCALING STOCK MARKETS ECONOMETRIC MODELS |
| Kieli: | eng |
| Tiivistelmä: | The authors propose a graphical method to visualize positive time-varying correlations between stock market returns. The method can be useful for observing stable or emerging clusters of stock markets with similar behavior. The graphs, which originate from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models. The authors illustrate their method for the returns and absolute returns of 13 important stock markets. |
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