63 citations · 63 across the 1 of their papers we have counts for
2 papers
q-fin.ST2010★ 63 cited
Will the US Economy Recover in 2010? A Minimal Spanning Tree Study
Yiting Zhang, Gladys Hui Ting Lee, Jian Cheng Wong +3
We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year interv…
q-fin.GN2009
Causal Links Between US Economic Sectors
Gladys Hui Ting Lee, Yiting Zhang, Jian Cheng Wong +2
In this paper, we perform a comparative segmentation and clustering analysis of the time series for the ten Dow Jones US economic sector indices between 14 February 2000 and 31 Aug…