Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods

We quantify the amount of information filtered by different hierarchical clustering methods on correlations between stock returns comparing the clustering structure with the underlying industrial activity classification. We apply, for the first time to financial data, a novel hierarchical clustering...

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Detalles Bibliográficos
Autores principales: Musmeci, Nicoló, Aste, Tomaso, Di Matteo, T.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4365074/
https://www.ncbi.nlm.nih.gov/pubmed/25786703
http://dx.doi.org/10.1371/journal.pone.0116201

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4365074/
https://www.ncbi.nlm.nih.gov/pubmed/25786703
http://dx.doi.org/10.1371/journal.pone.0116201

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