Cluster formation and evolution in networks of financial market indices

DOI10.3233/AF-13015zbMath1290.91192arXiv1111.5069OpenAlexW3123402595MaRDI QIDQ5420704

Leonidas Jun. Sandoval

Publication date: 13 June 2014

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.5069

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20) Economic time series analysis (91B84) Financial applications of other theories (91G80)

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