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Multivariate GARCH Models with Correlation Clustering
So, Mike K. P., (2010)
Statistik für Wirtschaftswissenschaftler : eine realdatenbasierte Einführung mit SPSS ; [Bachelor geeignet!]
Eckstein, Peter P., (2008)
Copula based flexible modeling of associations between clustered event times
Geerdens, C., (2015)
Statistical inference of co-movements of stocks during a financial crisis
Ibuki, Takero, (2013)
Response of double-auction markets to instantaneous selling-buying signals with stochastic Bid-Ask spread
Ibuki, Takero, (2011)
Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread