{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,27]],"date-time":"2026-01-27T22:58:26Z","timestamp":1769554706322,"version":"3.49.0"},"reference-count":21,"publisher":"Informa UK Limited","issue":"7","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Quantitative Finance"],"published-print":{"date-parts":[[2010,8]]},"DOI":"10.1080\/14697680903567152","type":"journal-article","created":{"date-parts":[[2010,7,1]],"date-time":"2010-07-01T12:49:16Z","timestamp":1277988556000},"page":"797-807","source":"Crossref","is-referenced-by-count":39,"title":["Identifying common dynamic features in stock returns"],"prefix":"10.1080","volume":"10","author":[{"given":"Jorge","family":"Caiado","sequence":"first","affiliation":[]},{"given":"Nuno","family":"Crato","sequence":"additional","affiliation":[]}],"member":"301","reference":[{"key":"CIT0001","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/13.1.1"},{"key":"CIT0002","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(92)90064-X"},{"key":"CIT0003","doi-asserted-by":"publisher","DOI":"10.1140\/epjb\/e2004-00129-6"},{"key":"CIT0004","doi-asserted-by":"publisher","DOI":"10.1080\/713665554"},{"key":"CIT0005","doi-asserted-by":"publisher","DOI":"10.1016\/j.csda.2005.04.012"},{"key":"CIT0006","doi-asserted-by":"publisher","DOI":"10.1080\/03610910802562716"},{"key":"CIT0007","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600009063"},{"key":"CIT0008","doi-asserted-by":"crossref","DOI":"10.1002\/9781118887486","volume-title":"Applied Multivariate Data Analysis,","author":"Everitt B","year":"2001","edition":"2"},{"key":"CIT0009","volume-title":"Cluster Analysis,","author":"Everitt B","year":"2001","edition":"4"},{"key":"CIT0010","doi-asserted-by":"publisher","DOI":"10.2307\/2329067"},{"key":"CIT0011","volume-title":"Clustering and Classification","author":"Gordon A","year":"1996"},{"key":"CIT0012","volume-title":"Applied Multivariate Statistical Analysis,","author":"Johnson R","year":"2007","edition":"6"},{"key":"CIT0013","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/11.4.817"},{"key":"CIT0014","doi-asserted-by":"publisher","DOI":"10.1007\/s100510050929"},{"key":"CIT0015","volume-title":"Multivariate Analysis","author":"Mardia K","year":"1979"},{"key":"CIT0016","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.1983.tb00373.x"},{"key":"CIT0017","doi-asserted-by":"publisher","DOI":"10.2307\/2938260"},{"key":"CIT0018","doi-asserted-by":"crossref","first-page":"217","DOI":"10.1111\/j.2517-6161.1979.tb01076.x","volume":"41","author":"Sibson R","year":"1979","journal-title":"J. Roy. Statist. Soc. B"},{"key":"CIT0019","doi-asserted-by":"publisher","DOI":"10.1002\/0471746193"},{"key":"CIT0020","doi-asserted-by":"publisher","DOI":"10.1016\/0165-1889(94)90039-6"},{"key":"CIT0021","doi-asserted-by":"crossref","DOI":"10.1007\/978-0-387-21763-5","volume-title":"Modeling Financial Time Series with S-Plus","author":"Zivot E","year":"2003"}],"container-title":["Quantitative Finance"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/14697680903567152","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,22]],"date-time":"2025-02-22T12:52:00Z","timestamp":1740228720000},"score":1,"resource":{"primary":{"URL":"http:\/\/www.tandfonline.com\/doi\/abs\/10.1080\/14697680903567152"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010,8]]},"references-count":21,"journal-issue":{"issue":"7","published-print":{"date-parts":[[2010,8]]}},"alternative-id":["10.1080\/14697680903567152"],"URL":"https:\/\/doi.org\/10.1080\/14697680903567152","relation":{},"ISSN":["1469-7688","1469-7696"],"issn-type":[{"value":"1469-7688","type":"print"},{"value":"1469-7696","type":"electronic"}],"subject":[],"published":{"date-parts":[[2010,8]]}}}