Identifying common dynamic features in stock returns
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680903567152
Reference21 articles.
1. Asymmetric Volatility and Risk in Equity Markets
2. ARCH modeling in finance
3. Networks of equities in financial markets
4. High-frequency cross-correlation in a set of stocks
5. A periodogram-based metric for time series classification
Cited by 34 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Time series clustering using fragmented autocorrelations;Physica A: Statistical Mechanics and its Applications;2024-09
2. COVID-19 pandemic and linkage between stock markets in Middle Eastern countries;Journal of Chinese Economic and Foreign Trade Studies;2024-06-27
3. Entropy-based fuzzy clustering of interval-valued time series;Advances in Data Analysis and Classification;2024-03-29
4. Tail dependence-based fuzzy clustering of financial time series;Annals of Operations Research;2023-12-20
5. Robust DTW-based entropy fuzzy clustering of time series;Annals of Operations Research;2023-12-02
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3