The style characteristic of China's stock market: an application to PCA for interval symbolic data

Dingmu Cao, Wen Long. The style characteristic of China's stock market: an application to PCA for interval symbolic data. In Yves Lechevallier, Gilbert Saporta, Rong Guan, Huiwen Wang, editors, Advances in Theory and Applications of High Dimensional and Symbolic Data Analysis, HDSDA 2011, October 27-30, 2011, Beihang University, Beijing, China. Volume E-25 of RNTI, pages 40-57, Hermann-Éditions, 2011. [doi]

Abstract

Abstract is missing.