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- W3125209097 abstract "Using data from world stock exchange indices prior to and during periods of global financial crises, clusters and networks of indices are built for different thresholds and diverse periods of time, so that it is then possible to analyze how clusters are formed according to correlations among indices and how they evolve in time, particularly during times of financial crises. Further analysis is made on the eigenvectors corresponding to the second highest eigenvalues of the correlation matrices, revealing a structure peculiar to markets that operate in different time zones." @default.
- W3125209097 created "2021-02-01" @default.
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- W3125209097 date "2011-11-01" @default.
- W3125209097 modified "2023-09-27" @default.
- W3125209097 title "Cluster formation and evolution in networks of financial market indices" @default.
- W3125209097 hasPublicationYear "2011" @default.
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