Regime dependent interconnectedness among fuzzy clusters of financial time series
type: Item
instance of: scholarly article
title: Regime dependent interconnectedness among fuzzy clusters of financial time series
author: Giovanni De Luca
author: Paola Zuccolotto
published in: Advances in Data Analysis and Classification. ADAC
publication date: 2021-06-28T00:00:00Z
Mathematics Subject Classification ID: 62H30
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7363876
zbMATH Keywords: tail dependence
zbMATH Keywords: copula functions
zbMATH Keywords: time series clustering
zbMATH Keywords: fuzzy clustering
zbMATH Keywords: regime switching
describes a project that uses: CRAN
describes a project that uses: VineCopula
describes a project that uses: fc
describes a project that uses: igraph
describes a project that uses: tsDyn
describes a project that uses: fclust
MaRDI profile type: Publication
full work available at URL: s11634-020-00405-8
OpenAlex ID: W3036375138
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DOI: 10.1007/S11634-020-00405-8
description: scientific article; zbMATH DE number 7363876