| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481280 | Physica A: Statistical Mechanics and its Applications | 2013 | 16 Pages |
Abstract
⺠Econophysics. ⺠Fuzzy C-medoids clustering method for classifying financial time series. ⺠GARCH models. ⺠Conditional volatility and drifting behavior. ⺠Dailies returns of Euro exchange rates.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Pierpaolo D'Urso, Carmela Cappelli, Dario Di Lallo, Riccardo Massari,