A spatial contagion measure for financial time series.

Fabrizio Durante Enrico Foscolo Piotr Jaworski Hao Wang

Published in: Expert Syst. Appl. (2014)

Keyphrases

financial time series
stock market
financial time series forecasting
turning points
non stationary
financial data
financial markets
spatio temporal
spatial data
spatial information
exchange rate
similarity measure
stock exchange
short term
spatial structure
stock returns