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]
@article{CoutoDBAM21,
title = {Nonparametric dependence modeling via cluster analysis: A financial contagion application},
author = {Ricardo F. Couto and Luiz Henrique Duczmal and Denise Burgarelli and Felipe Álvares and Gladston J. P. Moreira},
year = {2021},
doi = {10.1080/03610918.2018.1563152},
url = {https://doi.org/10.1080/03610918.2018.1563152},
researchr = {https://researchr.org/publication/CoutoDBAM21},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {50},
number = {2},
pages = {537-556},
}