{"title":"股票市场指数的分类","authors":"Bonanno, Vandewalle, Mantegna","doi":"10.1103/physreve.62.r7615","DOIUrl":null,"url":null,"abstract":"<p><p>We investigate sets of financial nonredundant and nonsynchronously recorded time series. The sets are composed by a number of stock market indices located all over the world in five continents. By properly selecting the time horizon of returns and by using a reference currency we find a meaningful taxonomy. The detection of such a taxonomy proves that interpretable information can be stored in a set of nonsynchronously recorded time series.</p>","PeriodicalId":20079,"journal":{"name":"Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics","volume":"62 6 Pt A","pages":"R7615-8"},"PeriodicalIF":0.0000,"publicationDate":"2000-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1103/physreve.62.r7615","citationCount":"150","resultStr":"{\"title\":\"Taxonomy of stock market indices\",\"authors\":\"Bonanno, Vandewalle, Mantegna\",\"doi\":\"10.1103/physreve.62.r7615\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>We investigate sets of financial nonredundant and nonsynchronously recorded time series. The sets are composed by a number of stock market indices located all over the world in five continents. By properly selecting the time horizon of returns and by using a reference currency we find a meaningful taxonomy. The detection of such a taxonomy proves that interpretable information can be stored in a set of nonsynchronously recorded time series.</p>\",\"PeriodicalId\":20079,\"journal\":{\"name\":\"Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics\",\"volume\":\"62 6 Pt A\",\"pages\":\"R7615-8\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2000-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1103/physreve.62.r7615\",\"citationCount\":\"150\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1103/physreve.62.r7615\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1103/physreve.62.r7615","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
We investigate sets of financial nonredundant and nonsynchronously recorded time series. The sets are composed by a number of stock market indices located all over the world in five continents. By properly selecting the time horizon of returns and by using a reference currency we find a meaningful taxonomy. The detection of such a taxonomy proves that interpretable information can be stored in a set of nonsynchronously recorded time series.
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