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"Measuring rank correlation coefficients between financial time series: A ..."

Yih-Wenn Laih (2014)

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DOI: 10.1016/J.EJOR.2013.07.028

access: closed

type: Journal Article

metadata version: 2020-02-21

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Yih-Wenn Laih:
Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm. Eur. J. Oper. Res. 232(2): 375-382 (2014)

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