Multidimensional minimal spanning tree: The Dow Jones case
Year of publication: |
2008
|
---|---|
Authors: | Brida, Juan Gabriel ; Risso, Wiston Adrián |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 387.2008, 21, p. 5205-5210
|
Publisher: |
Elsevier |
Subject: | Symbolic time series analysis | Financial asset returns | Hierarchical tree |
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