Visualizing time-varying correlations across stock markets

Journal of Empirical Finance - Tập 7 - Trang 155-172 - 2000
Patrick J.F. Groenen1, Philip Hans Franses2
1Data Theory Group, Department of Education, Leiden University, P.O. Box 9555, 2300 RB Leiden, Netherlands
2Econometric Institute, Erasmus University Rotterdam, Rotterdam, Netherlands