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Volumn 63, Issue 4, 2011, Pages 611-622

Identifying economic periods and crisis with the multidimensional scaling

Author keywords

Economic cycle; Fourier transform; Fractional calculus; Multidimensional scaling

Indexed keywords

BUSINESS CYCLES; DOW JONES; ECONOMIC CYCLES; ECONOMIC EXPANSION; FOURIER; FRACTIONAL CALCULUS; FRACTIONAL NOISE; MULTI-DIMENSIONAL SCALING; POSTERIORI; STOCK MARKET;

EID: 78651496336     PISSN: 0924090X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11071-010-9823-2     Document Type: Article
Times cited : (46)

References (12)
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  • 4
    • 0041654220 scopus 로고
    • Multidimensional scaling by optimizing goodness of fit to a nonmetric hypothesis
    • 0123.36803 10.1007/BF02289565 169712 http://dx.doi.org/10.1007/BF02289565
    • J. Kruskal 1964 Multidimensional scaling by optimizing goodness of fit to a nonmetric hypothesis Psychometrika 29 1 1 27 0123.36803 10.1007/BF02289565 169712 http://dx.doi.org/10.1007/BF02289565
    • (1964) Psychometrika , vol.29 , Issue.1 , pp. 1-27
    • Kruskal, J.1
  • 5
    • 84887006810 scopus 로고
    • A nonlinear mapping for data structure analysis
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    • J.W. Sammon 1969 A nonlinear mapping for data structure analysis IEEE Trans. Comput. 18 5 401 409 10.1109/T-C.1969.222678
    • (1969) IEEE Trans. Comput. , vol.18 , Issue.5 , pp. 401-409
    • Sammon, J.W.1
  • 9
    • 34249823637 scopus 로고    scopus 로고
    • A unified econophysics explanation for the power-law exponents of stock market activity
    • DOI 10.1016/j.physa.2007.02.030, PII S0378437107001392, Applications of Physics in Financial Analysis Proceedings of the 5th International Conference 'Applications of Physics in Financial Analysis' (APFA 5)
    • X. Gabaix P. Gopikrishnan V. Plerou E. Stanley 2007 A unified econophysics explanation for the power-law exponents of stock market activity Physica A 382 81 88 10.1016/j.physa.2007.02.030 (Pubitemid 46856071)
    • (2007) Physica A: Statistical Mechanics and its Applications , vol.382 , Issue.1 , pp. 81-88
    • Gabaix, X.1    Gopikrishnan, P.2    Plerou, V.3    Stanley, H.E.4
  • 10
    • 64249119813 scopus 로고    scopus 로고
    • Determination of the December 2007 peak in economic activity
    • Bordo, M.D., Landon-Lane, J.: Determination of the December 2007 peak in economic activity. Working Paper Series (2008). http://www.nber.org/dec2008.pdf
    • (2008) Working Paper Series
    • Bordo, M.D.1    Landon-Lane, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.