"Clustering of financial instruments using jump tail dependence coefficient."

Chen Yang et al. (2018)

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DOI: 10.1007/S10260-017-0411-1

access: closed

type: Journal Article

metadata version: 2022-04-09

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Chen Yang, Wenjun Jiang, Jiang Wu, Xin Liu, Zhichuan Li:
Clustering of financial instruments using jump tail dependence coefficient. Stat. Methods Appl. 27(3): 491-513 (2018)

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