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Temporal clustering of time series via threshold autoregressive models : application to commodity prices
Aslan, Sipan
;
Yozgatligil, Ceylan
;
Iyigun, Cem
- In:
Advances of OR in commodities and financial modeling
,
(pp. 51-77)
.
2018
Persistent link: https://www.econbiz.de/10011871338
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