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21-040/III - Clustering Dynamics and Persistence for Financial Multivariate Panel Data


  • Authors
    Igor Custodio João, Vrije Universiteit Amsterdam; Andre Lucas, Vrije Universiteit Amsterdam; Julia Schaumburg, Vrije Universiteit Amsterdam
  • Publication date
    May 10, 2021
  • Keywords
    dynamic clustering, shrinkage, cluster membership persistence, Silhouette index, insurance
  • JEL
    G22, C33, C38