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

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+A fuzzy extension of the silhouette width criterion for cluster analysis
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+Dynamic tail dependence clustering of financial time series
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+A double clustering algorithm for financial time series based on extreme events
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+Clustering of financial time series in risky scenarios
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+Clustering of time series via non-parametric tail dependence estimation
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+GARCH-based robust clustering of time series
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+Thresholds and Smooth Transitions in Vector Autoregressive Models
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+Q4382161
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+Asymptotic efficiency of the two-stage estimation method for copula-based models
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+Clustering of time series using quantile autocovariances
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+Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series
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+Q2783445
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+A new approach to clustering
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+Q3084526
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