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
International audienceThe aim of this article is to briefly review and make new studies of correlati...
We investigate the planar maximally filtered graphs of the portfolio of the 300 most capitalized sto...
The scaling properties encompass in a simple analysis many of the volatility characteristics of fina...
We propose a graphical method to visualize possible time-varying correlations between fifteen stock...
This paper applies Multidimensional scaling techniques for visualizing possible time-varying correla...
We propose a graphical method to visualize possible time-varying correlations be- tween fifteen sto...
This paper applies Multidimensional scalling techniques and Fourier Transform for visualizing possib...
In this paper, we apply multidimensional scaling (MDS) and parametric similarity indices (PSI) in th...
This letter is devoted to measure the nonlinear interactions between non-stationary time series on m...
This paper studies complex systems using a generalized multidimensional scaling (MDS) technique. Com...
In this paper we have analyzed scaling properties of time series of stock market indices (...
The aim of this article is to briefly review and make new studies of correlations and co-movements o...
The core of stock portfolio diversification is to pick stocks from different correlation clusters wh...
In this thesis we apply graphical statistics models for analyzing causality relations among various ...
In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock ...
International audienceThe aim of this article is to briefly review and make new studies of correlati...
We investigate the planar maximally filtered graphs of the portfolio of the 300 most capitalized sto...
The scaling properties encompass in a simple analysis many of the volatility characteristics of fina...
We propose a graphical method to visualize possible time-varying correlations between fifteen stock...
This paper applies Multidimensional scaling techniques for visualizing possible time-varying correla...
We propose a graphical method to visualize possible time-varying correlations be- tween fifteen sto...
This paper applies Multidimensional scalling techniques and Fourier Transform for visualizing possib...
In this paper, we apply multidimensional scaling (MDS) and parametric similarity indices (PSI) in th...
This letter is devoted to measure the nonlinear interactions between non-stationary time series on m...
This paper studies complex systems using a generalized multidimensional scaling (MDS) technique. Com...
In this paper we have analyzed scaling properties of time series of stock market indices (...
The aim of this article is to briefly review and make new studies of correlations and co-movements o...
The core of stock portfolio diversification is to pick stocks from different correlation clusters wh...
In this thesis we apply graphical statistics models for analyzing causality relations among various ...
In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock ...
International audienceThe aim of this article is to briefly review and make new studies of correlati...
We investigate the planar maximally filtered graphs of the portfolio of the 300 most capitalized sto...
The scaling properties encompass in a simple analysis many of the volatility characteristics of fina...