scientific article; zbMATH DE number 5252499

zbMATH Open1135.91022MaRDI QIDQ5448403FDOQ5448403

Authors: Edoardo Otranto, Alessandro Trudda 

Publication date: 20 March 2008

Title of this publication is not available (Why is that?)

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zbMATH Keywords

cluster analysisGARCH modelsrisk analysispension funds

Mathematics Subject Classification ID

Cited In (2)

• The autoregressive metric for comparing time series models
• GARCH-based robust clustering of time series

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