期刊名称：Case Studies in Business, Industry and Government Statistics
印刷版ISSN：2152-372X
出版年度：2011
卷号：4
期号：2
页码：93-100
出版社：Bentley University
摘要：In this paper, Procrustes Analyses are introduced with their various facets and set in an economics framework with an application to stock markets. The time series of the daily indexes of eight major world stock markets are considered for a four-year period (1988-91) and five two-year mobile windows are built to find a common graphical representation in which the evolution of the relations among the stock markets can be appreciated. Both Procrustes and Generalized Procrustes Analyses are applied in order to illuminate this evolution.
