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Publicação
Multidimensional Scaling Analysis of Stock Market Values
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Orientador(es)
Resumo(s)
We propose a graphical method to visualize possible time-varying correlations be-
tween fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behavior. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models.
Descrição
Palavras-chave
Multidimensional scaling Stock market daily values Time-varying correlation