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Extreme Events – Figure 3.22: Illustrative cluster analysis of the sector relative return series used in Figure 3.12. The distance along the x-axis corresponds to the average ‘distance’ between the individual elements of the cluster.

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Source: Nematrian, Thomson Datastream. Copyright (c) Nematrian (2010)

 

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Source: Nematrian, Thomson Datastream. Copyright (c) Nematrian (2010)

 


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