Financial Applications of the Mahalanobis Distance
Year of publication: |
2014
|
---|---|
Authors: | Stockl, Sebastian ; Hanke, Michael |
Published in: |
Applied Economics and Finance. - Chaire en Économie et Management de l'Innovation (CEMI). - Vol. 1.2014, 2, p. 78-84
|
Publisher: |
Chaire en Économie et Management de l'Innovation (CEMI) |
Subject: | Mahalanobis distance | financial turbulence | multivariate distance |
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