نتایج جستجو برای: correlation structure

تعداد نتایج: 1900978  

Journal: :Ho Chi Minh City Open University Journal of Science - Engineering and Technology 2023

Determining the structure of market correlation is an important topic in theory and experiments. Under impact Covid-19 pandemic, may be deformed. Therefore, this study examines pandemic’s on structure. This considered VN30 portfolio (including 30 stocks with largest capitalization); collecting period from July 28, 2000, to 30, 2021. The data was divided into 02 phases before after pandemic. Kru...

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