Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm (Q2255953)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm |
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Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm (English)
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18 February 2015
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time series
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rank correlation
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GARCH
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copula
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sequence alignment
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