Equity markets’ clustering and the global financial crisis
From MaRDI portal
Publication:4555194
DOI10.1080/14697688.2017.1357970zbMath1402.91987OpenAlexW3049704489MaRDI QIDQ4555194
Constanza Martínez, Geunyoung Kim, Daeyup Lee, Carlos Antonio León
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/ws/files/11271204/2016_016.pdf
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Global entanglement measures and quantum phase transitions in the 1D \(J_{1} - J_{2}\) model
- \textit{Post-mortem} examination of the international financial network
- Statistical analysis of network data. Methods and models
- Extracting the sovereigns' CDS market hierarchy: a correlation-filtering approach
- On the network topology of variance decompositions: measuring the connectedness of financial firms
- Introduction to data mining and its applications
- Cluster Analysis
- A Comparison of Hierarchical Methods for Clustering Functional Data
- Asset Trees and Asset Graphs in Financial Markets
- Exploratory Data Analysis with MATLAB
- Cluster formation and evolution in networks of financial market indices
- On clustering validation techniques
This page was built for publication: Equity markets’ clustering and the global financial crisis
