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Dynamic Behavior of Country Risk in the BRICS Countries: From the Perspective of Time-varying Correlation

Yuying Yang, Xiaolei Sun, Xiaoqian Zhu, Jianping Li, Dengsheng Wu. Dynamic Behavior of Country Risk in the BRICS Countries: From the Perspective of Time-varying Correlation. In Lean Yu, Guoxing Zhang, Shouyang Wang, editors, Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012. pages 313-317, IEEE, 2012. [doi]

Authors

Yuying Yang

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Xiaolei Sun

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Xiaoqian Zhu

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Jianping Li

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Dengsheng Wu

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