Analysis of financial data series using fractional Fourier transform and multidimensional scaling
The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the de...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2014
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.22/4082 |
| País: | Portugal |
| Oai: | oai:recipp.ipp.pt:10400.22/4082 |