Minimal Spanning Tree application to determine market correlation structure

Minimal Spanning Tree application to determine market correlation structure

Determining the structure of market correlation is an important topic in theory and experiments. Under the impact of the Covid-19 pandemic, the market structure may be deformed. Therefore, this study examines the pandemic’s impact on the market structure. This study considered the correlation struct...

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Bibliographic Details
Main Authors: Bui Thanh Khoa, Tran Trong Huynh, Vo Dinh Nhat Truong, Le Vu Truong, Do Bui Xuan Cuong, Tran Khanh
Format: Article
Language:English
Published: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE 2023-04-01
Series:Ho Chi Minh City Open University Journal of Science - Engineering and Technology
Subjects:
covid-19 pandemic
market correlation structure
mean of distances
minimal spanning tree
t-test
Online Access:https://journalofscience.ou.edu.vn/index.php/tech-en/article/view/2669

Internet

https://journalofscience.ou.edu.vn/index.php/tech-en/article/view/2669

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