A new statistic to the theory of correlation stability testing in financial market
Testing the stability of correlation structures is an active research area involving the applications of multivariate analysis in financial market such as stock market analysis, risk management, market equity, general financial and economic studies, and real estates. In the financial market, the num...
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/33758/5/ShamshuritawatiSharifPFS2013.pdf http://eprints.utm.my/id/eprint/33758/ http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:69893?site_name=Restricted Repository |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Teknologi Malaysia |
| Language: | English |