Pages that link to "Item:Q2445570"
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The following pages link to Identifying financial time series with similar dynamic conditional correlation (Q2445570):
Displaying 21 items.
- Clustering heteroskedastic time series by model-based procedures (Q1023824) (← links)
- Sovereign credit ratings, market volatility, and financial gains (Q1623504) (← links)
- Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
- On the estimation of dynamic conditional correlation models (Q1927134) (← links)
- Discussion of ``An analysis of global warming in the Alpine region based of nonlinear nonstationary time series models'' by F. Battaglia and M. K. Protopapas (Q1934278) (← links)
- GARCH-based robust clustering of time series (Q2013753) (← links)
- Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
- A fragmented-periodogram approach for clustering big data time series (Q2183658) (← links)
- Nonlinearities and regimes in conditional correlations with different dynamics (Q2190236) (← links)
- Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
- Clustering space-time series: FSTAR as a flexible STAR approach (Q2418089) (← links)
- Financial clustering in presence of dominant markets (Q2418401) (← links)
- Spectral Decomposition of the AR Metric (Q2930694) (← links)
- QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (Q3460678) (← links)
- Volatility clustering in the presence of time-varying model parameters (Q5128972) (← links)
- The Autoregressive metric for comparing time series models (Q5148505) (← links)
- Italian contributions on some recent research topics in cluster analysis (Q5148604) (← links)
- Time‐series clustering via quasi <i>U</i>‐statistics (Q5397936) (← links)
- Frequency domain clustering: an application to time series with time-varying parameters (Q6614826) (← links)
