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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009404123