Taxonomy of Stock Market Indices

Details Taxonomy of Stock Market Indices Taxonomy of Stock Market Indices

2000-01-19

arxiv.org/abs/cond-mat/0001268v2

Physical Review E, 62, Dec 2000, R7615-R7618

Physics

Condensed Matter

Statistical Mechanics

5 pages, 2 figures (4 panels), Revised version Aug 2000

Scientific paper

10.1103/PhysRevE.62.R7615

We investigate sets of financial non-redundant and nonsynchronously recorded time series. The sets are composed by a number of stock market indices located all over the world in five continents. By properly selecting the time horizon of returns and by using a reference currency we find a meaningful taxonomy. The detection of such a taxonomy proves that interpretable information can be stored in a set of nonsynchronously recorded time series.

Affiliated with

Also associated with

No associations

Rating

Taxonomy of Stock Market Indices does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Taxonomy of Stock Market Indices, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Taxonomy of Stock Market Indices will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-119328