D’Urso, Pierpaolo; Cappelli, Carmela; Di Lallo, Dario; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 9, pp. 2114-2129
representation of GARCH models and employs, in the framework of a partitioning around medoids algorithm, the classical autoregressive … metric. The second fuzzy clustering model, also based on partitioning around medoids algorithm, uses the Caiado distance, a …