Pages that link to "Item:Q1685205"
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The following pages link to Dynamic tail dependence clustering of financial time series (Q1685205):
Displaying 7 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)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
