Dynamic Local Trend Associations in Analysis of Comovements of Financial Time Series
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-67137-6_20
Reference13 articles.
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2. Batyrshin, I., Solovyev, V., Ivanov, V.: Time series shape association measures and local trend association patterns. Neurocomputing 175, 924–934 (2016)
3. Esling, P., Agon, C.: Time-series data mining. ACM Comput. Surv. 45(1), 12 (2012)
4. Schaefer, R., Nilsson, N.F., Guhr, T.: Power mapping with dynamical adjustment for improved portfolio optimization. Quant. Financ. 10(1), 107–119 (2010)
5. Filis, G., Degiannakis, S., Floros, C.: Dynamic correlation between stock market and oil prices: the case of oil-importing and oil-exporting countries. Int. Rev. Financ. Anal. 20(3), 152–164 (2011)
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