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      Author
      Cheong, Siew Ann (1)
      Lian, Heng (1)Wong, Jian Cheng (1)Date
      2009 (1)
      SubjectBusiness (1)Science (1)... View More

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      Detecting macroeconomic phases in the Dow Jones Industrial Average time series 

      Wong, Jian Cheng; Lian, Heng; Cheong, Siew Ann (2009)
      In this paper, we perform statistical segmentation and clustering analysis of the Dow Jones Industrial Average (DJI) time series between January 1997 and August 2008. Modeling the index movements and log-index movements ...

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