Showing 1 - 4 of 4
We review some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these...
Persistent link: https://www.econbiz.de/10005083833
Persistent link: https://www.econbiz.de/10011690292
Persistent link: https://www.econbiz.de/10012194626
Persistent link: https://www.econbiz.de/10012153435