有哪些信誉好的足球投注网站DCCA cross-correlation in blue-chips companies A view of the 2008 financial crisis in the Eurozone.pdfVIP
- 1、有哪些信誉好的足球投注网站（book118）网站文档一经付费（服务费），不意味着购买了该文档的版权，仅供个人/单位学习、研究之用，不得用于商业用途，未经授权，严禁复制、发行、汇编、翻译或者网络传播等，侵权必究。。
- 2、本站所有内容均由合作方或网友上传，本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺！文档内容仅供研究参考，付费前请自行鉴别。如您付费，意味着您自己接受本站规则且自行承担风险，本站不退款、不进行额外附加服务；查看《如何避免下载的几个坑》。如果您已付费下载过本站文档，您可以点击 这里二次下载。
- 3、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等，请点击“版权申诉”（推荐），也可以打举报电话：400-050-0827(电话支持时间：9:00-18:30)。
- 4、该文档为VIP文档，如果想要下载，成为VIP会员后，下载免费。
- 5、成为VIP后，下载本文档将扣除1次下载权益。下载后，不支持退款、换文档。如有疑问请联系我们。
- 6、成为VIP后，您将拥有八大权益，权益包括：VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
- 7、VIP文档为合作方或网友上传，每下载1次， 网站将根据用户上传文档的质量评分、类型等，对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档
查看更多
DCCA cross-correlation in blue-chips companies A view of the 2008 financial crisis in the Eurozone.pdf
Physica A 479 (2017) 38–47
Contents lists available at ScienceDirect
Physica A
journal homepage: /locate/physa
DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone
E. Guedes a, A. Dionísio b, P.J. Ferreira b,c,d, G.F. Zebende e,?
a Computational Modeling Program of SENAI CIMATEC, Bahia, Brazil b CEFAGE-UE, IIFA, University of évora, Portugal c Escola Superior Agrária de Elvas, Instituto Politécnico de Portalegre, Portugal d Universidade Europeia, Portugal e Department of Physics, State University of Feira de Santana, Bahia, Brazil
highlights
? We analyze by DCCA cross-correlation coefficient the blue-chips companies in the Eurozone. ? With the DCCA coefficient, we qualify and quantify how each blue-chip is adherent to its country index. ? From this analysis, we can construct an adhesion map of each company with respect to the global index.
article info
Article history: Received 13 October 2016 Received in revised form 27 January 2017 Available online 6 March 2017
Keywords: Financial crisis Eurozone Blue-chips DCCA cross-correlation coefficient Econometric
abstract
In this paper we analyze the blue-chips (up to 50% of the total index) companies in the Eurozone. Our motivation being analysis of the effect of the 2008 financial crisis. For this
purpose, we apply the DCCA cross-correlation coefficient (ρDCCA) between the country stock
market index and their respective blue-chips. Then, with the cross-correlation coefficient, we qualify and quantify how each blue-chip is adherent to its country index, evaluating the type of cross-correlation among them. Subsequently, for each blue-chip, we propose to study the 2008 financial crisis by measuring the adherence between post and pre-crisis. From this analysis, we can construct an adhesion map of each company with respect to the global index. Our database is formed of 12 Eurozone countries.
? 2017 Elsevier B.V. All rights reserved.
1. Introduction
The economy can be understood as
您可能关注的文档
- Combinatorial sputtering of Ga-doped (Zn,Mg)O for contact applications in solar cells.pdf
- Combined effects of contact insecticides and 50 °C temperature on Sitophilus oryzae (L.) (Coleoptera Curculionidae) in wheat grain.pdf
- Combining multiple views Case studies on protein and arrhythmia features.pdf
- Comparative evaluation of normal viscoelastic contact force models in low velocity impact situations.pdf
- Comparing Chalk With Cheese—The EGG Contact Quotient Is Only a Limited Surrogate of the Closed Quotient.pdf
- Comparing two different daily disposable lenses for improving discomfort related to contact lens wear.pdf
- Comparing Vocal Fold Contact Criteria Derived From Audio and Electroglottographic Signals.pdf
- Comparison of a non-contact infrared thermometer with a rectal digital thermometer for use in ewes.pdf
- Comparison of bandage contact lens removal on the fourth versus seventh post-operative day after photorefractive keratectomy A randomized clinical trial.pdf
- Comparison of Cu and Pt point-contact electrodes on proton conducting BaZr0.7Ce0.2Y0.1O3δ.pdf
- Decision-Making, Bracing, and Other Adjuncts for Management of In-Season Contact Athletes With Shoulder Instability.pdf
- Deconvolution of an extended object viewed by a lobster-eye telescope.pdf
- Deflation rate dependence of receding contact angle on polymeric surfaces.pdf
- Deglutition-Induced Atrial Tachycardia Localised with Contact Force-Guided Activation Mapping.pdf
- Delamination mechanism maps for coatingssubstrates system subjected to adhesive contact loads.pdf
- DEM simulation of bonded granular material. Part I Contact model and application to cemented sand.pdf
- DEM study to determine the relationship between particle velocity fluctuations and contact force disappearance.pdf
- DEM-CFD analysis of contact electrification and electrostatic interactions during fluidization.pdf
- Demand for bear viewing hikes Implications for balancing visitor satisfaction with safety in protected areas.pdf
- Dendritic cells' death induced by contact sensitizers is controlled by Nrf2 and depends on glutathione levels.pdf
文档评论（0）