Dynamics of hierarchical clustering in stocks market during financial crises

• المؤلف الرئيسي: Jaroonchokanan N.
• مؤلفون آخرون: Mahidol University
• التنسيق: مقال
• منشور في: 2023
• الموضوعات: Physics and Astronomy
• الوصول للمادة أونلاين: https://repository.li.mahidol.ac.th/handle/123456789/86906

We examine the behaviors of stocks in the Stock Exchange of Thailand (SET) during financial crises from 2008 to 2020 by using a variety of indicators such as average entropy, average correlation, and average Fisher information distance. All of these indicators increased dramatically during a financi...