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~institution:"Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG)"
~person:"Cameron, Adrian Colin"
~person:"Crato, Nuno"
~person:"Peneder, Michael"
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Asymmetric effects
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Cluster analysis
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DJIA stock returns
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Periodogram
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Threshold GARCH model
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Volatility
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Cameron, Adrian Colin
Crato, Nuno
Peneder, Michael
Caiado, Jorge
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Bastos, Joao A.
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Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG)
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Österreichisches Institut für Wirtschaftsforschung
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Österreichisches Institut für Wirtschaftsforschung (WIFO)
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Identifying common dynamic features in stock returns
Caiado, Jorge
;
Crato, Nuno
-
Centro de Matemática Aplicada à Previsão e Decisão …
-
2009
This paper proposes volatility and spectral based methods for
cluster
analysis
of stock returns. Using the information …
Persistent link: https://www.econbiz.de/10004980466
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