Detecting macroeconomic phases in the Dow Jones Industrial Average time series

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 21, 2009, Pages 4635-4645

  Wong, Jian Cheng ^a   Lian, Heng ^a   Cheong, Siew Ann ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Clustering; DJI; Macroeconomic cycle; Segmentation

Indexed keywords

COMMERCE; FINANCIAL MARKETS; IMAGE SEGMENTATION; TIME SERIES;

ASIAN FINANCIAL CRISIS; CLUSTERING; DOW JONES INDUSTRIAL AVERAGES; GLOBAL FINANCIAL CRISIS; MACROECONOMIC CYCLE; STATIONARY GAUSSIAN PROCESS; STATISTICAL SEGMENTATION; TEMPORAL DISTRIBUTION;

TIME SERIES ANALYSIS;

EID: 68649123572     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.07.029     Document Type: Article

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