Exploratory classification of time-series

In this paper, an exploratory hierarchical method to classify variables is introduced as an alternative to principal component analysis when dealing with stock-exchange price time-series. The method is based on a particular principal component analysis applied to pairs of variables, each one associa...

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Bibliographische Detailangaben

Veröffentlicht in:	Handbook of research on emerging theories, models, and applications of financial econometrics
1. Verfasser:	Camiz, Sergio (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2021
Schlagworte:	Classification > Exploratory analysis > Hierarchical factor classification > Multidimensional time-series > Principal component analysis > Stock prices > Time-series > Aufsatz im Buch
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