Taxonomy of stock market indices

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 62, Issue 6, 2000, Pages

  Bonanno, Giovanni ^a   Vandewalle, Nicolas ^b   Mantegna, Rosario N ^a  

^a UNIVERSITY OF PALERMO   (Italy)

^b UNIVERSITY OF LIÈGE   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; ECONOMICS; TREES (MATHEMATICS);

STOCK MARKET INDICES; TAXONOMY;

TIME SERIES ANALYSIS;

EID: 0034499286     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.62.R7615     Document Type: Article

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