Clustering of financial time series in risky scenarios (Q2418377)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Clustering of financial time series in risky scenarios |
scientific article |
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Clustering of financial time series in risky scenarios (English)
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3 June 2019
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cluster analysis
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copula
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Spearman's correlation
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tail dependence
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