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Cluster analysis: Application to sector indices and empirical validation

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Authors and Affiliations

  1. BCV, CP 300, CH-1001, Lausanne

    Nils Tuchschmid

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  1. Pierre-Yves Boillat
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  2. Nicolas de Skowronski
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  3. Nils Tuchschmid
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Boillat, PY., de Skowronski, N. & Tuchschmid, N. Cluster analysis: Application to sector indices and empirical validation. Fin Mkts Portfolio Mgmt 16, 467–486 (2002). https://doi.org/10.1007/s11408-002-0403-4

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