Analysis of dynamic correlation of Japanese stock returns with network clustering (Q1627816)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of dynamic correlation of Japanese stock returns with network clustering |
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Analysis of dynamic correlation of Japanese stock returns with network clustering (English)
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3 December 2018
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stock return
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dynamic correlation
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DCC-GARCH
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dimensionality reduction
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network clustering
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