Detecting macroeconomic phases in the Dow Jones Industrial Average time series
Year of publication: |
2009
|
---|---|
Authors: | Wong, Jian Cheng ; Lian, Heng ; Cheong, Siew Ann |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 388.2009, 21, p. 4635-4645
|
Publisher: |
Elsevier |
Subject: | DJI | Macroeconomic cycle | Segmentation | Clustering |
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