Partial correlation analysis: applications for financial markets

QUANTITATIVE FINANCE

卷 15, 期 4, 页码 569-578

ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

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Business, Finance Economics Mathematics, Interdisciplinary Applications Social Sciences, Mathematical Methods

1. ONR [N00014-09-1-0380, N00014-12-1-0548]
2. DTRA [HDTRA-1-10-1- 0014, HDTRA-1-09-1-0035]
3. NSF [CMMI 1125290]
4. European MULTIPLEX (EU-FET project) [317532]
5. CONGAS [FP7-ICT-2011-8-317672]
6. FET Open Project [FOC 255987, FOC-INCO 297149]
7. LINC project - (ECs Marie-Curie ITN program) [289447]
8. DFG
9. Next Generation Infrastructure (Bsik)
10. Bi-national US-Israel Science Foundation (BSF)
11. Israel Science Foundation