"Time series clustering based on latent volatility mixture modeling with ..."

F. Setoudehtazangi et al. (2024)

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DOI: 10.1016/J.MATCOM.2024.04.031

access: closed

type: Journal Article

metadata version: 2024-07-19

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F. Setoudehtazangi, T. Manouchehri, A. R. Nematollahi, Massimiliano Caporin:
Time series clustering based on latent volatility mixture modeling with applications in finance. Math. Comput. Simul. 223: 543-564 (2024)

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