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]

Authors

Ricardo F. Couto

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Luiz Henrique Duczmal

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Denise Burgarelli

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Felipe Álvares

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Gladston J. P. Moreira

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