Hausdorff Clustering of Financial Time Series
Year of publication: |
2010
|
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Authors: | basalto, nicolas |
Other Persons: | De Carlo, Francesco (contributor) ; Facchi, Paolo (contributor) ; Pantaleo, Ester (contributor) ; Pascazio, Saverio (contributor) ; Bellotti, Roberto (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Clusteranalyse | Cluster analysis | Regionales Cluster | Regional cluster | Finanzmarkt | Financial market | Theorie | Theory | ARCH-Modell | ARCH model | Volatilität | Volatility |
Extent: | 1 Online-Ressource (10 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Physica A, Vol. 379, pp. 635–644, 2007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2007 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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