Papers: 10.1007/s41109-017-0031-6

https://doi.org/10.1007/s41109-017-0031-6

Dynamic correlation network analysis of financial asset returns with network clustering

Cited by: 13
Author(s): Takashi Isogai
Published: over 9 years ago

Software Mentions 1

cran: rmgarch
Multivariate GARCH Models
Papers that mentioned: 3
Very Likely Science (85)