Measuring rank correlation coefficients between financial...

Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm

Laih, Yih-Wenn
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Volume:
232
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2013.07.028
Date:
January, 2014
File:
PDF, 601 KB
english, 2014
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