STOCK MARKET NETWORK ANALYSIS USING MINIMUM SPANNING TREE
Network can describe interaction between stock markets. Stock market network can be constructed by minimum spanning tree and based on correlation among stock markets. Using return data of 39 stock indices, stock market network is determined in three time periods: before, during, and after global fin...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/23076 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |