Time aggregation effect on the correlation coefficient: added-systematically sampled framework
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DOI: 10.1057/palgrave.jors.2601947
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- Zhaoyuan Li & Maozai Tian, 2017. "A New Method For Dynamic Stock Clustering Based On Spectral Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 373-392, October.
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Keywords
correlation coefficient; time interval; systematic sampling;All these keywords.
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