Clustering of financial instruments using jump tail dependence coefficient (Q2324271)
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scientific article; zbMATH DE number 7103459
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| English | Clustering of financial instruments using jump tail dependence coefficient |
scientific article; zbMATH DE number 7103459 |
Statements
Clustering of financial instruments using jump tail dependence coefficient (English)
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11 September 2019
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clustering analysis
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Lévy copula
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jump tail dependence coefficient
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country index
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0.8072739839553833
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0.8052323460578918
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0.8019733428955078
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0.795348584651947
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0.7950018644332886
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