Spatio-temporal modeling of financial maps from a joint multidimensional scaling-geostatistical perspective
作者：
Highlights：
• We study the relationships between international stock markets during a number of extreme episodes.
• We construct financial maps by means of the multidimensional scaling technique.
• We use spatio-temporal geostatistics to model the dependencies in stock market returns.
• We attempt to find patterns in the stock exchange market returns.
摘要
•We study the relationships between international stock markets during a number of extreme episodes.•We construct financial maps by means of the multidimensional scaling technique.•We use spatio-temporal geostatistics to model the dependencies in stock market returns.•We attempt to find patterns in the stock exchange market returns.
论文关键词：Stock exchange market returns,Financial propagation,Financial maps,Multidimensional scaling,Spatio-temporal geostatistics,C21,C33,G01,G15
论文评审过程：Received 2 December 2015, Revised 11 March 2016, Accepted 5 May 2016, Available online 10 May 2016, Version of Record 20 May 2016.
论文官网地址：https://doi.org/10.1016/j.eswa.2016.05.008
