A New Method For Dynamic Stock Clustering Based On Spectral Analysis
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DOI: 10.1007/s10614-016-9589-9
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Cited by:
- Iulia LUPU & Adina CRISTE & Anca Dana DRAGU & Teodora Daniela ALBU, 2024. "Volatility Transitions in European Stock Markets: A Clustering-Based Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 65-80, October.
- Ditian Zhang & Yangyang Zhuang & Pan Tang & Hongjuan Peng & Qingying Han, 2023. "Financial price dynamics and phase transitions in the stock markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 96(3), pages 1-21, March.
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Keywords
Stock return; Cross-correlation; Stock cluster; Phase transition; Spectral Analysis;All these keywords.
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