Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm

From MaRDI portal
Publication:2255953

DOI10.1016/j.ejor.2013.07.028zbMath1305.91247OpenAlexW2029810562MaRDI QIDQ2255953

Yih-Wenn Laih

Publication date: 18 February 2015

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2013.07.028




Related Items (6)



Cites Work


This page was built for publication: Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm