Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Jun Liang Kok"'
Autor:
Siew Ann Cheong, Robert Paulo Fornia, Gladys Hui Ting Lee, Jun Liang Kok, Woei Shyr Yim, Danny Yuan Xu, Yiting Zhang
Publikováno v:
Economics: Journal Articles (2012)
Externí odkaz:
https://doaj.org/article/0c94909c0258446f908aafe4096e9baf
Autor:
Siew Ann Cheong, Robert Paulo Fornia, Gladys Hui Ting Lee, Jun Liang Kok, Woei Shyr Yim, Danny Yuan Xu, Yiting Zhang
Publikováno v:
Economics: Journal Articles (2011)
Externí odkaz:
https://doaj.org/article/a32ff8de41ea449598076f9151ee4314
Autor:
Gladys Hui Ting Lee, Manamohan Prusty, Jian Cheng Wong, Siew Ann Cheong, Yiting Zhang, Jun Liang Kok
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 390:2020-2050
We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year intervals 2002--2003, 2004--2005, 2008--2009, and also over 11 segments with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::db2b7cb3e9afa588d9139b710048e249
https://doi.org/10.1016/j.physa.2011.01.020
https://doi.org/10.1016/j.physa.2011.01.020
Autor:
Yiting Zhang, Danny Yuan Xu, Woei Shyr Yim, Jun Liang Kok, Jian Cheng Wong, Chong Eu Lee, Gladys Hui Ting Lee, Siew Ann Cheong, Robert Paulo Fornia
Publikováno v:
Communications in Computer and Information Science ISBN: 9783642371851
IC3K
IC3K
In this paper we performed time series segmentation on the high-frequency time series data of various US and Japanese financial market indices, and found that for both economies, the time series segments can be very naturally grouped into four to six
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::beed4984782ff796be6cdc17c2cafaa7
https://doi.org/10.1007/978-3-642-37186-8_5
https://doi.org/10.1007/978-3-642-37186-8_5
Autor:
Gladys Hui Ting Lee, Siew Ann Cheong, Robert Paulo Fornia, Jun Liang Kok, Woei Shyr Yim, Yiting Zhang, Danny Yuan Xu
Publikováno v:
Economics : the Open-Access, Open-Assessment e-Journal (2012)
Economics : the Open-Access, Open-Assessment e-Journal (2011)
Economics : the Open-Access, Open-Assessment e-Journal (2011)
The authors performed a comprehensive time series segmentation study on the 36 Nikkei Japanese industry indices from 1 January 1996 to 11 June 2010. From the temporal distributions of the clustered segments, we found that the Japanese economy never f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ea1dec48f062937e23b562a1eea531c7
http://www.economics-ejournal.org/economics/journalarticles/2012-5
http://www.economics-ejournal.org/economics/journalarticles/2012-5