A tail dependence-based dissimilarity measure for financial time series clustering
Year of publication: |
2011
|
---|---|
Authors: | Luca, Giovanni De ; Zuccolotto, Paola |
Published in: |
Advances in Data Analysis and Classification. - Springer. - Vol. 5.2011, 4, p. 323-340
|
Publisher: |
Springer |
Subject: | Time series | Clustering | Tail dependence | Copula function |
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