Multivariate cumulants in outlier detection for financial data analysis (Q2141847)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate cumulants in outlier detection for financial data analysis |
scientific article |
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Multivariate cumulants in outlier detection for financial data analysis (English)
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25 May 2022
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financial crisis detection
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cross-correlation of extreme returns
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t-student copula
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4th order multivariate cumulants
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mutual information
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