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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