Understanding the Shift of Correlation Matrices During Financial Crisis: A Network Topology

QR Code

Understanding the Shift of Correlation Matrices During Financial Crisis: A Network Topology

Understanding the shift of correlation matrices in any process is not an easy task. From the literatures, the most popular and widely used test for correlation shift is Jennrich's test. This motivates us to use it in this paper. However, if after hypothesis testing the hypothesis of stable proc...

Full description

Bibliographic Details
Main Authors:	Nur Syahidah, Yusoff, Shamshuritawati , Sharif
Format:	Conference or Workshop Item
Published:	2015
Subjects:	Q Science (General)
Online Access:	http://umpir.ump.edu.my/id/eprint/9339/

Similar Items

A network topology approach to diagnose the shift of covariance structure
by: Nur Syahidah, Yusoff, et al.
Published: (2018)

Identifying Influential Variables in Complex System: Network Topology Versus Principal Component Analysis
by: Nur Syahidah, Yusoff, et al.
Published: (2016)

Network Topology of Foreign Exchange Rate
by: Shamshuritawati, Sharif, et al.
Published: (2012)

A network topology approach in survival analysis
by: Nur Syahidah, Yusoff, et al.
Published: (2018)

Testing Several Correlation Matrices Using Robust Approach
by: Atiany, Tareq A.M., et al.
Published: (2017)

Identifying the Influential Variable using Centrality Measure: A Case of Multivariate Time Series
by: Nur Syahidah, Yusoff, et al.
Published: (2016)

Detecting a currency's dominance using multivariate time series analysis
by: Nur Syahidah, Yusoff, et al.
Published: (2017)

Understanding the Current Financial Crisis
by: Kurniasih, Meutia
Published: (2009)

Network topology of foreign exchange rate
by: Sharif, Shamshuritawati, et al.
Published: (2012)

On G-Decomposition of matrices
by: Mukhamedov, Farrukh
Published: (2011)

Understanding Financial Innovation: In the Context of the 2007 Financial Crisis
by: Charalambous, Joshua
Published: (2012)

Network Analysis of Power Transmission System Topology
by: Muhammad, jawad, et al.
Published: (2013)

Schur complement inequalities for covariance matrices and monogamy of quantum correlations
by: Lami, Ludovico, et al.
Published: (2016)

Risk Disclosure During the Global Financial Crisis
by: Probohudono, A.N., et al.
Published: (2013)

Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis
by: Abdullah, Mimi Hafizah, et al.
Published: (2013)

DETERMINANTS OF FIRM PERFORMANCE DURING FINANCIAL CRISIS PERIOD: A CASE OF TURKISH FINANCIAL CRISIS IN 2001
by: Demirci, Ebru
Published: (2011)

The initial performance of Malaysian IPOs during the financial crisis: evidence from global financial crisis of 2008
by: Foo, Wai Wai
Published: (2013)

Computational Efficiency of Generalized Variance and Vector Variance
by: Shamshuritawati, Sharif, et al.
Published: (2014)

An application of network topology to understand the signal in process variability: A case study in petrochemical industry
by: Sharif, Shamshuritawati, et al.
Published: (2011)

Power Of Test: Box M’s Test Versus Jennrich’s Test
by: Nur Syahidah, Yusoff, et al.
Published: (2016)

Correlation network analysis of international postgraduate students’ satisfaction in Top Malaysian Universities: A robust approach
by: Sharif, Shamshuritawati, et al.
Published: (2012)

Trust during times of the financial crisis in German SME collaborations
by: Köster, Hans
Published: (2012)

Asian financial integration during the pre-and post crisis periods.
by: Mohamed, Azali, et al.
Published: (2009)

Capital structure and firm performance during global financial crisis
by: Khodavandloo, Marzieh, et al.
Published: (2017)

The Reasons for UK Large Financial Institutions' Failure during the Recent Financial Crisis in 2007
by: LI, ZHAOYI
Published: (2012)

Network topology of people NEWS
by: Mohd Asrah, Norhaidah, et al.
Published: (2017)

Parikh Matrices
by: Ng , Yin Yin
Published: (2008)

Organizational Commitment in Malaysian Public University: An Evidence via Social Network Analysis
by: Nur Syahidah, Yusoff, et al.
Published: (2012)

Exploring the Performance of Banking Industry in the UK During Current Financial Crisis
by: Xu, C
Published: (2010)

Reaction to non-scheduled News During Financial Crisis: Australian Evidence
by: Smales, Lee
Published: (2014)

Performance of the companies taken over by danaharta before and during the financial crisis
by: Norsalina, binti Hj Salim
Published: (2002)

Portfolio selection: efficient diversification of investment in gold during financial crisis
by: Cheng, Fan Fah, et al.
Published: (2013)

Covariance stability test for exploring the impact of subprime financial crisis on the FOREX
by: Olusegun, Alo, et al.
Published: (2016)

Financial impacts of business sustainability development on Malaysia’s public listed companies during financial crisis
by: Chang, Chiew Weng
Published: (2023)

The correlation of blue shift of photoluminescence and morphology of silicon nanoporous
by: Al-Jumaili, Batool Eneaze Bandar, et al.
Published: (2015)

Subprime Crisis and Financial Accounting Issues Raise in This Crisis
by: Zhou, Peng
Published: (2009)

Generalized finite sequence of fuzzy topographic topological mapping
by: Ahmad, Tahir, et al.
Published: (2010)

Describing financial crisis propagation through epidemic modelling on multiplex networks
by: Bozhidarova, Malvina
Published: (2025)

Analysis of an out-of-control signals in process variability monitoring using network topology approach
by: Sharif, Shamshuritawati, et al.
Published: (2011)

Determinants of Banks’ Profitability Before and During The Financial Crisis: Evidence from UK
by: Ou, Haibo
Published: (2011)