• Title of article

    Analysis of stock market indices through multidimensional scaling

  • Author/Authors

    Machado، نويسنده , , J. Tenreiro and Duarte، نويسنده , , Fernando B. and Duarte، نويسنده , , Goncalo Monteiro، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2011
  • Pages
    9
  • From page
    4610
  • To page
    4618
  • Abstract
    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.
  • Keywords
    multidimensional scaling , Stock market daily values , Time-varying correlation , Econophysics
  • Journal title
    Communications in Nonlinear Science and Numerical Simulation
  • Serial Year
    2011
  • Journal title
    Communications in Nonlinear Science and Numerical Simulation
  • Record number

    1536490

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1536490