CHARACTERISTICS ANALYSIS ON GLOBAL STOCK MARKETS DURING FINANCIAL CRISIS 2008 BY USING RMT-LOUVAIN/LPAM+/COMBO-WAVELET COHERENCE
Study on stock market closing day prices was done for DAX, FTSE, HSI, Nikkei225, S&P500 and SSE Composite during June 2006-June 2011 which has a purpose to know about stock market characteristics during global financial crisis 2008. Four main steps of this study are data segmentation, data filte...
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| Format: | Final Project |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/29255 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |