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~isPartOf:"Quantitative Finance"
~person:"Cameron, Adrian Colin"
~person:"Crato, Nuno"
~person:"Peneder, Michael"
~subject:"Asymmetric effects"
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Identifying common dynamic features in stock returns
Caiado, Jorge
;
Crato, Nuno
- In:
Quantitative Finance
10
(
2010
)
7
,
pp. 797-807
This paper proposes volatility and spectral based methods for the
cluster
analysis
of stock returns. Using the …
Persistent link: https://www.econbiz.de/10008675017
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