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A tail dependence-based dissimilarity measure for financial time series clustering

✍ Scribed by Giovanni De Luca; Paola Zuccolotto


Book ID
107436022
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
603 KB
Volume
5
Category
Article
ISSN
1862-5347

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πŸ“œ SIMILAR VOLUMES


Handbook of Financial Time Series Volume
✍ Mikosch, Thomas; Kreiß, Jens-Peter; Davis, Richard A.; Andersen, Torben Gustav πŸ“‚ Article πŸ“… 2009 πŸ› Springer Berlin Heidelberg 🌐 German βš– 478 KB

The Handbook Of Financial Time Series Gives An Up-to-date Overview Of The Field And Covers All Relevant Topics Both From A Statistical And An Econometrical Point Of View. There Are Many Fine Contributions, And A Preamble By Nobel Prize Winner Robert F. Engle.