Dynamic tail dependence clustering of financial time series
Crossref DOI link: https://doi.org/10.1007/s00362-015-0718-7
Published Online: 2015-10-06
Published Print: 2017-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
De Luca, Giovanni
Zuccolotto, Paola
Funding for this research was provided by:
Italian Ministry of Education, University and Research (PRIN Project 2010RHAHPL_005)
Text and Data Mining valid from 2015-10-06