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BibTeX entry
@Article{Malacarne:2014:CCA,
author = "Rodrigo Loureiro Malacarne",
title = "Canonical Correlation Analysis",
journal = j-MATHEMATICA-J,
volume = "16",
number = "??",
pages = "??--??",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1047-5974 (print), 1097-1610 (electronic)",
bibdate = "Wed Sep 10 10:37:47 MDT 2014",
bibsource = "http://www.mathematica-journal.com/issue/v0i0/;
http://www.math.utah.edu/pub/tex/bib/mathematicaj.bib",
URL = "http://www.mathematica-journal.com/2014/06/canonical-correlation-analysis/",
abstract = "This article performs a canonical correlation analysis
on financial data of country-specific Exchange Traded
Funds (ETFs) to analyze the relationship between stock
markets in developed and developing countries. We
conclude, using Bartlett's statistic, that there is a
significant relationship between these two datasets.
\ldots{}",
acknowledgement = ack-nhfb,
}
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