Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158): Difference between revisions
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Revision as of 05:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime dependent interconnectedness among fuzzy clusters of financial time series |
scientific article |
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Regime dependent interconnectedness among fuzzy clusters of financial time series (English)
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28 June 2021
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tail dependence
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copula functions
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time series clustering
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fuzzy clustering
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regime switching
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