Spatial autocorrelation of global stock exchanges using functional areal spatial principal component analysis
This work focuses on functional data presenting spatial dependence. The spatial autocorrelation of stock exchange returns for 71 stock exchanges from 69 countries was investigated using the functional Moran's I statistic, classical principal component analysis (PCA) and functional areal spatial...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Published: |
MDPI
2023
|
| Subjects: | |
| Online Access: | http://eprints.um.edu.my/38706/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|