Clustering of financial instruments using jump tail dependence coefficient
Crossref DOI link: https://doi.org/10.1007/s10260-017-0411-1
Published Online: 2017-11-21
Published Print: 2018-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yang, Chen
Jiang, Wenjun http://orcid.org/0000-0002-8576-5859
Wu, Jiang
Liu, Xin
Li, Zhichuan
Text and Data Mining valid from 2017-11-21