Hierarchy, cluster, and time-stable information structure of correlations between international financial markets
Yumei Cai, Xiaomei Cui, Qianyun Huang, Jianqiang Sun
| Year of publication: |
September 2017
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|---|---|
| Authors: | Cai, Yumei ; Cui, Xiaomei ; Huang, Qianyun ; Sun, Jianqiang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 51.2017, p. 562-573
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| Subject: | Correlation matrix | Random matrix theory | Portfolio | Information structure | Korrelation | Correlation | Theorie | Theory | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Informationsökonomik | Economics of information | Lineare Algebra | Linear algebra |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.07.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011754669