{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,23]],"date-time":"2024-10-23T01:51:34Z","timestamp":1729648294583,"version":"3.28.0"},"reference-count":26,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014,12]]},"DOI":"10.1109\/ieem.2014.7058758","type":"proceedings-article","created":{"date-parts":[[2015,3,13]],"date-time":"2015-03-13T21:09:19Z","timestamp":1426280959000},"page":"848-852","source":"Crossref","is-referenced-by-count":0,"title":["Monitoring correlation structures stability in foreign exchange market"],"prefix":"10.1109","author":[{"given":"S. L.","family":"Gan","sequence":"first","affiliation":[]},{"given":"M. A.","family":"Djauhari","sequence":"additional","affiliation":[]},{"given":"Z.","family":"Ismail","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1140\/epjb\/e20020145"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.17578\/1-2-4"},{"key":"ref12","first-page":"23","article-title":"The inter-temporal stability of real estate returns: An empirical investigation","author":"lee","year":"1998","journal-title":"Proc International Real Estate Conference"},{"key":"ref13","first-page":"1","article-title":"Stock-market co-movements revisited","volume":"7","author":"da costa","year":"2005","journal-title":"Economics Bulletin"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1086\/426518"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2010.10.041"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.3390\/e15051643"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1007\/s11467-013-0346-4"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2005.08.079"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.3390\/e16010455"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1080\/1351847042000304116"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1016\/j.jebo.2010.01.004"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.2307\/2284596"},{"key":"ref5","article-title":"A simple test for the equality of correlation matrices","author":"larntz","year":"1985","journal-title":"Technical Report No 63"},{"key":"ref8","article-title":"Are correlations constant over time? Application of the CC-TRIGt-Test to return series from different asset classes","author":"fischer","year":"2007","journal-title":"SFB 649 Discussion Paper 2007-012"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.2307\/2985240"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1007\/s11408-003-0302-3"},{"key":"ref9","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1080\/10835547.1996.12090818","article-title":"The stability of covariance of international property share returns","volume":"11","author":"eichholtz","year":"1996","journal-title":"J Real Estate Res"},{"article-title":"Stability of correlation between credit and market risk over different holding periods","year":"0","author":"deblauwe","key":"ref1"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1007\/s100510050929"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1016\/j.jspi.2006.05.005"},{"article-title":"An introduction to econophysics: Correlations and complexity in finance","year":"2010","author":"mantegna","key":"ref21"},{"year":"0","key":"ref24"},{"year":"0","key":"ref23"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2010.10.028"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2007.02.019"}],"event":{"name":"2014 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)","start":{"date-parts":[[2014,12,9]]},"location":"Selangor Darul Ehsan, Malaysia","end":{"date-parts":[[2014,12,12]]}},"container-title":["2014 IEEE International Conference on Industrial Engineering and Engineering Management"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/7048056\/7058583\/07058758.pdf?arnumber=7058758","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,5,2]],"date-time":"2022-05-02T17:38:36Z","timestamp":1651513116000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/7058758\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,12]]},"references-count":26,"URL":"https:\/\/doi.org\/10.1109\/ieem.2014.7058758","relation":{},"subject":[],"published":{"date-parts":[[2014,12]]}}}