Publicação
Multidimensional Scaling Analysis of Stock Market Values
| dc.contributor.author | Tenreiro Machado, J. A. | |
| dc.contributor.author | Duarte, Fernando B. | |
| dc.contributor.author | Duarte, Gonçalo | |
| dc.date.accessioned | 2019-04-16T14:46:45Z | |
| dc.date.available | 2019-04-16T14:46:45Z | |
| dc.date.issued | 2010 | |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | N/A | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.22/13615 | |
| dc.language.iso | eng | pt_PT |
| dc.subject | Multidimensional scaling | pt_PT |
| dc.subject | Stock market daily values | pt_PT |
| dc.subject | Time-varying correlation | pt_PT |
| dc.title | Multidimensional Scaling Analysis of Stock Market Values | pt_PT |
| dc.type | conference object | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 6 | pt_PT |
| oaire.citation.startPage | 1 | pt_PT |
| 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 | pt_PT |
| rcaap.type | conferenceObject | pt_PT |
| relation.isAuthorOfPublication | 82cd5c17-07b6-492b-b3e3-ecebdad1254f | |
| relation.isAuthorOfPublication.latestForDiscovery | 82cd5c17-07b6-492b-b3e3-ecebdad1254f |