An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611)
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scientific article
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| English | An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series |
scientific article |
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An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (English)
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24 October 2014
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ordinal patterns
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stationarity
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leverage effect
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VIX
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model free data exploration
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econometrics
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0.7505021095275879
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0.7407892346382141
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0.7360643744468689
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0.7170256972312927
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0.7086552381515503
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