Pages that link to "Item:Q465611"
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The following pages link to An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611):
Displaying 7 items.
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Generalized ordinal patterns allowing for ties and their applications in hydrology (Q2129611) (← links)
- Order patterns, their variation and change points in financial time series and Brownian motion (Q2208381) (← links)
- Ordinal pattern dependence as a multivariate dependence measure (Q2237816) (← links)
- Measuring linear correlation between random vectors (Q6195215) (← links)
- Statistics and contrasts of order patterns in univariate time series (Q6573485) (← links)
- Ordinal pattern dependence and multivariate measures of dependence (Q6596180) (← links)
