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]

@inproceedings{YangSZLW12,
  title = {Dynamic Behavior of Country Risk in the BRICS Countries: From the Perspective of Time-varying Correlation},
  author = {Yuying Yang and Xiaolei Sun and Xiaoqian Zhu and Jianping Li and Dengsheng Wu},
  year = {2012},
  doi = {10.1109/BIFE.2012.72},
  url = {http://dx.doi.org/10.1109/BIFE.2012.72},
  researchr = {https://researchr.org/publication/YangSZLW12},
  cites = {0},
  citedby = {0},
  pages = {313-317},
  booktitle = {Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012},
  editor = {Lean Yu and Guoxing Zhang and Shouyang Wang},
  publisher = {IEEE},
  isbn = {978-1-4673-2092-4},
}