"Identifying financial time series with similar dynamic conditional ..."

Edoardo Otranto (2010)

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DOI: 10.1016/J.CSDA.2009.07.026

access: closed

type: Journal Article

metadata version: 2021-09-23

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Edoardo Otranto:
Identifying financial time series with similar dynamic conditional correlation. Comput. Stat. Data Anal. 54(1): 1-15 (2010)

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