Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm (Q2255953)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm |
scientific article |
Statements
Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm (English)
0 references
18 February 2015
0 references
time series
0 references
rank correlation
0 references
GARCH
0 references
copula
0 references
sequence alignment
0 references
