Multiscale partial correlation clustering of stock market returns
Year of publication: |
2022
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Authors: | Michis, Antonis A. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 1, Art.-No. 24, p. 1-22
|
Subject: | stock market returns | wavelets | partial correlation coefficient | cluster analysis | portfolio diversification | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Korrelation | Correlation | Clusteranalyse | Cluster analysis | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15010024 [DOI] hdl:10419/258748 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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