GARCH-based robust clustering of time series (Q2013753)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH-based robust clustering of time series |
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GARCH-based robust clustering of time series (English)
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9 August 2017
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heteroskedastic time series
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unconditional and time-varying volatility
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GARCH model
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fuzzy partitioning around medoids
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outliers
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robust metric
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noise cluster
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trimming
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volatilities daily stocks returns
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international stock-market volatility daily returns
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