Publicação
Analysis of stock market indices through multidimensional scaling
| dc.contributor.author | Machado, J. A. Tenreiro | |
| dc.contributor.author | Duarte, Fernando B. | |
| dc.contributor.author | Duarte, Gonçalo Monteiro | |
| dc.date.accessioned | 2014-03-05T16:28:04Z | |
| dc.date.available | 2014-03-05T16:28:04Z | |
| dc.date.issued | 2011 | |
| dc.description.abstract | We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models. | por |
| dc.identifier.doi | 10.1016/j.cnsns.2011.04.027 | pt_PT |
| dc.identifier.issn | 007-5704 | |
| dc.identifier.uri | http://hdl.handle.net/10400.22/4103 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | yes | por |
| dc.publisher | Elsevier | por |
| dc.relation.ispartofseries | Communications in Nonlinear Science and Numerical Simulation; Vol. 16, Issue 12 | |
| dc.relation.publisherversion | http://www.sciencedirect.com/science/article/pii/S1007570411002218 | por |
| dc.subject | Multidimensional scaling | por |
| dc.subject | Stock market daily values | por |
| dc.subject | Time-varying correlation | por |
| dc.subject | Econophysics | por |
| dc.title | Analysis of stock market indices through multidimensional scaling | por |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 4618 | por |
| oaire.citation.issue | Issue 12 | por |
| oaire.citation.startPage | 4610 | por |
| oaire.citation.title | Communications in Nonlinear Science and Numerical Simulation | por |
| oaire.citation.volume | Vol. 16 | por |
| person.familyName | Tenreiro Machado | |
| person.givenName | J. A. | |
| person.identifier.ciencia-id | 7A18-4935-5B29 | |
| person.identifier.orcid | 0000-0003-4274-4879 | |
| person.identifier.rid | M-2173-2013 | |
| person.identifier.scopus-author-id | 55989030100 | |
| rcaap.rights | openAccess | por |
| rcaap.type | article | por |
| relation.isAuthorOfPublication | 82cd5c17-07b6-492b-b3e3-ecebdad1254f | |
| relation.isAuthorOfPublication.latestForDiscovery | 82cd5c17-07b6-492b-b3e3-ecebdad1254f |