GARCH-based robust clustering of time series (Q2013753)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: GARCH-based robust clustering of time series |
scientific article; zbMATH DE number 6758885
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | GARCH-based robust clustering of time series |
scientific article; zbMATH DE number 6758885 |
Statements
GARCH-based robust clustering of time series (English)
0 references
9 August 2017
0 references
heteroskedastic time series
0 references
unconditional and time-varying volatility
0 references
GARCH model
0 references
fuzzy partitioning around medoids
0 references
outliers
0 references
robust metric
0 references
noise cluster
0 references
trimming
0 references
volatilities daily stocks returns
0 references
international stock-market volatility daily returns
0 references
0 references
0 references
0.8544067740440369
0 references
0.8361122012138367
0 references
0.8347209095954895
0 references
0.8192130327224731
0 references
0.8114162683486938
0 references
