The dynamics of exchange traded funds: a geometrical and topological approach
Abstract Using a metric related to the returns correlation, a method is applied to the reconstruction of an economic space from Exchange-Traded Funds (ETFs) data. In the past, the same method was used in a geometrical analysis of times series of stock returns implying that the most of the systematic...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2024-11-01
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| Series: | Applied Network Science |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/s41109-024-00674-8 |
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