FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2238789025> ?p ?o ?g. }

• W2238789025 endingPage "1198" @default.
• W2238789025 startingPage "1182" @default.
• W2238789025 abstract "This article introduces a new procedure for clustering a large number of financial time series based on high-dimensional panel data with grouped factor structures. The proposed method attempts to capture the level of similarity of each of the time series based on sensitivity to observable factors as well as to the unobservable factor structure. The proposed method allows for correlations between observable and unobservable factors and also allows for cross-sectional and serial dependence and heteroscedasticities in the error structure, which are common in financial markets. In addition, theoretical properties are established for the procedure. We apply the method to analyze the returns for over 6000 international stocks from over 100 financial markets. The empirical analysis quantifies the extent to which the U.S. subprime crisis spilled over to the global financial markets. Furthermore, we find that nominal classifications based on either listed market, industry, country or region are insufficient to characterize the heterogeneity of the global financial markets. Supplementary materials for this article are available online." @default.
• W2238789025 created "2016-06-24" @default.
• W2238789025 creator A5000908702 @default.
• W2238789025 creator A5028320210 @default.
• W2238789025 date "2017-04-25" @default.
• W2238789025 modified "2023-10-17" @default.
• W2238789025 title "Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures" @default.
• W2238789025 cites W1538384688 @default.
• W2238789025 cites W1561424106 @default.
• W2238789025 cites W1894554984 @default.
• W2238789025 cites W1900421358 @default.
• W2238789025 cites W1965125844 @default.
• W2238789025 cites W1969418588 @default.
• W2238789025 cites W1977361774 @default.
• W2238789025 cites W1977636215 @default.
• W2238789025 cites W1978409019 @default.
• W2238789025 cites W1982652137 @default.
• W2238789025 cites W1991135386 @default.
• W2238789025 cites W1995834279 @default.
• W2238789025 cites W2014360396 @default.
• W2238789025 cites W2020925091 @default.
• W2238789025 cites W2028327298 @default.
• W2238789025 cites W2030677701 @default.
• W2238789025 cites W2035293670 @default.
• W2238789025 cites W2036553478 @default.
• W2238789025 cites W2040373108 @default.
• W2238789025 cites W2045817470 @default.
• W2238789025 cites W2063978378 @default.
• W2238789025 cites W2074682976 @default.
• W2238789025 cites W2079563517 @default.
• W2238789025 cites W2104795328 @default.
• W2238789025 cites W2128249713 @default.
• W2238789025 cites W2138019504 @default.
• W2238789025 cites W2146661536 @default.
• W2238789025 cites W2156474311 @default.
• W2238789025 cites W2156995582 @default.
• W2238789025 cites W2159706540 @default.
• W2238789025 cites W2160254976 @default.
• W2238789025 cites W2177609048 @default.
• W2238789025 cites W2178002390 @default.
• W2238789025 cites W2316892352 @default.
• W2238789025 cites W3020982786 @default.
• W2238789025 cites W3023223302 @default.
• W2238789025 cites W3105340263 @default.
• W2238789025 cites W3106108064 @default.
• W2238789025 cites W3121461680 @default.
• W2238789025 cites W3121722945 @default.
• W2238789025 cites W3122311863 @default.
• W2238789025 cites W3122380305 @default.
• W2238789025 cites W3122438879 @default.
• W2238789025 cites W3122909691 @default.
• W2238789025 cites W3123068586 @default.
• W2238789025 cites W4253327337 @default.
• W2238789025 doi "https://doi.org/10.1080/01621459.2016.1195743" @default.
• W2238789025 hasPublicationYear "2017" @default.
• W2238789025 type Work @default.
• W2238789025 sameAs 2238789025 @default.
• W2238789025 citedByCount "72" @default.
• W2238789025 countsByYear W22387890252018 @default.
• W2238789025 countsByYear W22387890252019 @default.
• W2238789025 countsByYear W22387890252020 @default.
• W2238789025 countsByYear W22387890252021 @default.
• W2238789025 countsByYear W22387890252022 @default.
• W2238789025 countsByYear W22387890252023 @default.
• W2238789025 crossrefType "journal-article" @default.
• W2238789025 hasAuthorship W2238789025A5000908702 @default.
• W2238789025 hasAuthorship W2238789025A5028320210 @default.
• W2238789025 hasBestOaLocation W22387890252 @default.
• W2238789025 hasConcept C10138342 @default.
• W2238789025 hasConcept C103278499 @default.
• W2238789025 hasConcept C105795698 @default.
• W2238789025 hasConcept C115961682 @default.
• W2238789025 hasConcept C121332964 @default.
• W2238789025 hasConcept C124101348 @default.
• W2238789025 hasConcept C139719470 @default.
• W2238789025 hasConcept C143724316 @default.
• W2238789025 hasConcept C149782125 @default.
• W2238789025 hasConcept C151730666 @default.
• W2238789025 hasConcept C154945302 @default.
• W2238789025 hasConcept C162324750 @default.
• W2238789025 hasConcept C19244329 @default.
• W2238789025 hasConcept C2778300220 @default.
• W2238789025 hasConcept C2780695315 @default.
• W2238789025 hasConcept C32848918 @default.
• W2238789025 hasConcept C33923547 @default.
• W2238789025 hasConcept C41008148 @default.
• W2238789025 hasConcept C62520636 @default.
• W2238789025 hasConcept C6422946 @default.
• W2238789025 hasConcept C73555534 @default.
• W2238789025 hasConcept C86803240 @default.
• W2238789025 hasConceptScore W2238789025C10138342 @default.
• W2238789025 hasConceptScore W2238789025C103278499 @default.
• W2238789025 hasConceptScore W2238789025C105795698 @default.
• W2238789025 hasConceptScore W2238789025C115961682 @default.
• W2238789025 hasConceptScore W2238789025C121332964 @default.
• W2238789025 hasConceptScore W2238789025C124101348 @default.
• W2238789025 hasConceptScore W2238789025C139719470 @default.
• W2238789025 hasConceptScore W2238789025C143724316 @default.

• next