Pages that link to "Item:Q2227446"
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The following pages link to Fast clustering of GARCH processes via Gaussian mixture models (Q2227446):
Displaying 4 items.
- Analysis of dynamic correlation of Japanese stock returns with network clustering (Q1627816) (← links)
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
- Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
- Dynamic principal component CAW models for high-dimensional realized covariance matrices (Q4991059) (← links)
