Cargando…
The dynamical relation between price changes and trading volume: A multidimensional clustering analysis
This paper introduces a new method to describe and analyse multidimensional time series based on wavelets. The methodology considers the time series as observations of a functional random variable. The paper generalizes previous research on stock market networks by including asset returns and volume...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Netherlands
2023
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9838530/ https://www.ncbi.nlm.nih.gov/pubmed/36685055 http://dx.doi.org/10.1007/s11135-022-01605-4 |