Dynamic tail dependence clustering of financial time series (Q1685205)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic tail dependence clustering of financial time series |
scientific article |
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Dynamic tail dependence clustering of financial time series (English)
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13 December 2017
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time series clustering
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time-varying copula functions
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tail dependence
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conditional value-at-risk
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