Clustering huge number of financial time series: A panel data approach with high-dimensional predictors and factor structures Journal Articles Refereed uri icon

Overview

Published in

  • Journal of the American Statistical Association

Time

Date/time value

  • 2017

Identity

Digital Object Identifier (DOI)

  • 10.1080/01621459.2016.1195743

Additional Document Info

Parent Title

  • Journal of the American Statistical Association

Volume

  • 112

Issue

  • 519

Publisher

  • American Statistical Association