Pages that link to "Item:Q2418377"
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The following pages link to Clustering of financial time series in risky scenarios (Q2418377):
Displayed 16 items.
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
- Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158) (← links)
- Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787) (← links)
- The construction of multilayer stock network model (Q2072296) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Trimmed fuzzy clustering of financial time series based on dynamic time warping (Q2241126) (← links)
- Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
- A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (Q5153521) (← links)
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets (Q6125185) (← links)
- A testing approach to clustering scalar time series (Q6135376) (← links)