Fast clustering of GARCH processes via Gaussian mixture models (Q2227446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast clustering of GARCH processes via Gaussian mixture models |
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Fast clustering of GARCH processes via Gaussian mixture models (English)
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15 February 2021
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Gaussian mixtures
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financial time series clustering
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multivariate GARCH
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block structures
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