Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158): Difference between revisions

@@ Property / DOI @@
-.1007/s11634-020-00405-8
@@ Property / DOI: 10.1007/s11634-020-00405-8 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+fclust
@@ Property / describes a project that uses: fclust / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11634-020-00405-8
+Normal rank
@@ Property / OpenAlex ID @@
+W3036375138
@@ Property / OpenAlex ID: W3036375138 / rank @@
+Normal rank
@@ Property / cites work @@
+A fuzzy extension of the silhouette width criterion for cluster analysis
+Normal rank
@@ Property / cites work @@
+Dynamic tail dependence clustering of financial time series
+Normal rank
@@ Property / cites work @@
+A double clustering algorithm for financial time series based on extreme events
+Normal rank
@@ Property / cites work @@
+Clustering of financial time series in risky scenarios
+Normal rank
@@ Property / cites work @@
+Clustering of time series via non-parametric tail dependence estimation
+Normal rank
@@ Property / cites work @@
+GARCH-based robust clustering of time series
@@ Property / cites work: GARCH-based robust clustering of time series / rank @@
+Normal rank
@@ Property / cites work @@
+Thresholds and Smooth Transitions in Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic efficiency of the two-stage estimation method for copula-based models
+Normal rank
@@ Property / cites work @@
+Clustering of time series using quantile autocovariances
+Normal rank
@@ Property / cites work @@
+Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series
+Normal rank
@@ Property / cites work @@
+Q2783445
@@ Property / cites work: Q2783445 / rank @@
+Normal rank
@@ Property / cites work @@
+A new approach to clustering
@@ Property / cites work: A new approach to clustering / rank @@
+Normal rank
@@ Property / cites work @@
+Q3084526
@@ Property / cites work: Q3084526 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11634-020-00405-8
@@ Property / DOI: 10.1007/S11634-020-00405-8 / rank @@
+Normal rank