%0 Journal Article %1 Isogai2016Building %A Isogai, Takashi %D 2016 %J Applied Network Science %K garch-models, time-series financial-networks correlations econometrics %N 1 %R 10.1007/s41109-016-0008-x %T Building a dynamic correlation network for fat-tailed financial asset returns %U http://dx.doi.org/10.1007/s41109-016-0008-x %V 1

@article{Isogai2016Building, added-at = {2019-06-10T14:53:09.000+0200}, author = {Isogai, Takashi}, biburl = {https://www.bibsonomy.org/bibtex/21c85a41b8ef3e2f5405c9bf7c462229c/nonancourt}, citeulike-article-id = {14445654}, citeulike-linkout-0 = {http://dx.doi.org/10.1007/s41109-016-0008-x}, day = 2, doi = {10.1007/s41109-016-0008-x}, interhash = {b96ecd021becb88f3bb8f255277a8880}, intrahash = {1c85a41b8ef3e2f5405c9bf7c462229c}, issn = {2364-8228}, journal = {Applied Network Science}, keywords = {garch-models, time-series financial-networks correlations econometrics}, month = aug, number = 1, posted-at = {2017-11-06 13:49:33}, priority = {2}, timestamp = {2019-08-01T16:18:55.000+0200}, title = {{Building a dynamic correlation network for fat-tailed financial asset returns}}, url = {http://dx.doi.org/10.1007/s41109-016-0008-x}, volume = 1, year = 2016 }