Network of Asian economies.
In this project, we perform a minimum spanning tree analysis of 24 Asian countries stock index time series, with the aim to understand the causal dynamics between Asian countries. From the temporal distribution of clustered segments, we found that developing economies generally have higher volatilit...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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2011
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| Online Access: | http://hdl.handle.net/10356/42751 |