Tenreiro Machado, J. A.Duarte, Fernando B.Duarte, Gonçalo2019-04-162019-04-162010http://hdl.handle.net/10400.22/13615We 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.engMultidimensional scalingStock market daily valuesTime-varying correlationconference object