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Clustering of time series via non-parametric tail dependence estimation |
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| Authors: | Fabrizio Durante Roberta Pappadà Nicola Torelli |
| Affiliation: | 1. School of Economics and Management, Free University of Bozen-Bolzano, 39100?, Bolzano, Italy 2. Department of Statistical Sciences, University of Padua, Padua, Italy 3. Department of Economics, Business, Mathematics and Statistics “Bruno De Finetti”, University of Trieste, Trieste, Italy |
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