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