A new method for dynamic stock clustering based on spectral analysis
Year of publication: |
October 2017
|
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Authors: | Li, Zhaoyuan ; Tian, Maozai |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 50.2017, 3, p. 373-392
|
Subject: | Spectral Analysis | Stock return | Cross-correlation | Stock cluster | Phase transition | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Regionales Cluster | Regional cluster | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Clusteranalyse | Cluster analysis |
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