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Journal: Risks, 2018
Volume: 6
Number: 115
Article:
A Maximal Tail Dependence-Based Clustering Procedure for Financial Time Series and Its Applications in Portfolio Selection
Authors:
by
Xin Liu, Jiang Wu, Chen Yang and Wenjun Jiang
Link:
https://www.mdpi.com/2227-9091/6/4/115
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