Analysis of stock market behavior of the major financial exchanges worldwide using multivariate analysis (principal component analysis PCA) for the period 2011 to 2014
The objective of this research is to analyze the stock performance of 27 stock markets around the world, using Principal Components Analysis (PCA). This method allows grouping the correlated variables together, obtaining an orthogonal basis where the analysis and interpretation of data is easie...
| Main Authors: | , |
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| Format: | Article |
| Language: | Spanish |
| Published: |
Instituto Tecnológico Metropolitano
2015-07-01
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| Series: | Revista CEA |
| Subjects: | |
| Online Access: | https://revistas.itm.edu.co/index.php/revista-cea/article/view/122/126 |