Behaviours of Bursa Malaysia: a multidimensional network analysis

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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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Bibliographic Details
Main Authors:	Y., Lim San, Mohd Salleh, Rohayu, Mohd Asrah, Norhaidah
Format:	Article
Published:	Science Publishing Corporation 2018
Subjects:	HF5691-5716 Business mathematics. Commercial arithmetic Including tables, etc.
Online Access:	http://eprints.uthm.edu.my/4385/

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