Clustering of financial instruments using jump tail dependence coefficient (Q2324271)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Clustering of financial instruments using jump tail dependence coefficient |
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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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