Nonparametric dependence modeling via cluster analysis: A financial contagion application

Ricardo F. Couto, Luiz Henrique Duczmal, Denise Burgarelli, Felipe Álvares, Gladston J. P. Moreira. Nonparametric dependence modeling via cluster analysis: A financial contagion application. Communications in Statistics - Simulation and Computation, 50(2):537-556, 2021. [doi]

Abstract

Abstract is missing.