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: | Khoo, Tzung Hsuen, Pathmanathan, Dharini, Dabo-Niang, Sophie |
---|---|
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!
|
Similar Items
-
Spatial hedonic modelling of residential property rental values to address spatial autocorrelation
by: Navaneethan, Renuga
Published: (2012) -
Spatial Autocorrelation and Real Estate Studies:
A Literature Review
by: Ismail, Suriatini
Published: (2006) -
Spatial autocorrelation prediction model of housing market in sprawl area
by: Mohd Sairi, Nur Asyikin
Published: (2023) -
Mapping poverty hot spots in Peninsular Malaysia using spatial autocorrelation analysis
by: Majid, M. R., et al.
Published: (2016) -
Mapping poverty hot spots in Peninsular Malaysia using spatial autocorrelation analysis
by: Majid, M. Rafee, et al.
Published: (2015)