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"Hierarchical time series clustering on tail dependence with linkage based ..."

Giovanni De Luca, Paola Zuccolotto (2021)

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DOI: 10.1016/J.IJAR.2021.09.004

access: closed

type: Journal Article

metadata version: 2021-12-15

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Giovanni De Luca, Paola Zuccolotto:
Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach. Int. J. Approx. Reason. 139: 88-103 (2021)

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