Article ID Journal Published Year Pages File Type
11010052 Econometrics and Statistics 2018 37 Pages PDF
Abstract
Zenpaths and zenplots are useful tools for exploring dependence in high-dimensional data, for example, from the realm of finance, insurance and quantitative risk management. All presented algorithms are implemented using the R package zenplots and all examples and graphics in the paper can be reproduced using the accompanying demo SP500.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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