Identifying volatility clusters using the PPM: a sensitivity analysis (Q2576754)
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scientific article; zbMATH DE number 2238719
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| English | Identifying volatility clusters using the PPM: a sensitivity analysis |
scientific article; zbMATH DE number 2238719 |
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Identifying volatility clusters using the PPM: a sensitivity analysis (English)
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14 December 2005
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Inverted-Gamma distribution
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Yao's cohesions
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0.8012976050376892
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0.8011835217475891
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0.7802649140357971
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0.753083348274231
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0.7484694719314575
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