Behaviours of Bursa Malaysia: a multidimensional network analysis
In current practice, the similarities between two or more univariate time series of stocks are determined by using the Pearson correlation coefficient (PCC). However, the economic information might be misleading if the analysis applies only the univariate time series of stock price, as each stock is...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Science Publishing Corporation
2018
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| Subjects: | |
| Online Access: | http://eprints.uthm.edu.my/4385/ |
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