Rodyti trumpą aprašą

dc.contributor.authorPeker, Sinem
dc.contributor.authorAktan, Bora
dc.date.accessioned2024-06-20T08:25:10Z
dc.date.available2024-06-20T08:25:10Z
dc.date.issued2014
dc.identifier.isbn9786094576508en_US
dc.identifier.issn2029-4441en_US
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/154504
dc.description.abstractGrouping the major indices of stock markets based on their homogeneities may facilitate the selection period for investors especially today’s information rich financial world. This paper attempts to detect and group the homogenous stock indices in Europe both throughout the crisis and non-crisis periods. The daily index returns of leading stock exchanges over the period 03.01.2007-09.04.2013 are considered; one of the hierarchical clustering techniques so-called Ward’s Method is applied and similar cases are evaluated respectively. Then, Wilcoxon signed rank test is employed for the same periods on daily index returns and meaningful differences are found.en_US
dc.format.extent7 p.en_US
dc.format.mediumTekstas / Texten_US
dc.language.isoenen_US
dc.relation.urihttps://etalpykla.vilniustech.lt/handle/123456789/154365en_US
dc.source.urihttp://old.konferencijos.vgtu.lt/bm.vgtu.lt/public_html/index.php/bm/bm_2014/paper/view/282en_US
dc.subjectcluster analysisen_US
dc.subjectEuropean stock exchangesen_US
dc.subjectIndexen_US
dc.subjectfinancial crisisen_US
dc.subjectnon-parametric testen_US
dc.titleClustering in European stock indices in crisis and non-crisis periodsen_US
dc.typeKonferencijos publikacija / Conference paperen_US
dcterms.accessRightsLaisvai prieinamas / Openly availableen_US
dcterms.accrualMethodRankinis pateikimas / Manual submissionen_US
dcterms.alternativeFinance engineeringen_US
dcterms.issued2014-05-16
dcterms.references25en_US
dc.description.versionTaip / Yesen_US
dc.contributor.institutionYasar Universityen_US
dc.contributor.institutionUniversity of Bahrainen_US
dcterms.sourcetitle8th International Scientific Conference “Business and Management 2014”en_US
dc.identifier.eisbn9786094576492en_US
dc.identifier.eissn2029-929Xen_US
dc.publisher.nameVilnius Gediminas Technical Universityen_US
dc.publisher.nameVilniaus Gedimino technikos universitetasen_US
dc.publisher.countryLithuaniaen_US
dc.publisher.countryLietuvaen_US
dc.publisher.cityVilniusen_US
dc.identifier.doihttp://dx.doi.org/10.3846/bm.2014.037en_US


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