Pages that link to "Item:Q1725400"
From MaRDI portal
The following pages link to Nonlinear behaviors of tail dependence and cross-correlation of financial time series model (Q1725400):
Displaying 3 items.
- Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
- Nonlinear analysis on cross-correlation of financial time series by continuum percolation system (Q2800706) (← links)
- A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series (Q3571989) (← links)