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Analyses on Volatility Clustering in Financial Time-Series Using Clustering Indices, Asymmetry, and Visibility Graph
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Kim, Kyungwon;
Song, Jae Wook
Article
Issue Date
2020
Citation
IEEE ACCESS, v.8, pp.208779 - 208795
Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
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Atmospheric measurements
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Clustering algorithms
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Clustering asymmetry
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clustering index
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finance
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Particle measurements
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pattern clustering
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