Time series clustering based on latent volatility mixture modeling with applications in finance (Q6659349)
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scientific article; zbMATH DE number 7963843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time series clustering based on latent volatility mixture modeling with applications in finance |
scientific article; zbMATH DE number 7963843 |
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Time series clustering based on latent volatility mixture modeling with applications in finance (English)
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9 January 2025
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EM algorithm
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MoARCH models
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normal mean-variance mixture distributions
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penalized likelihood
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