De Luca, Giovanni; Zuccolotto, Paola Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach. (English) Zbl 07443203 Int. J. Approx. Reasoning 139, 88-103 (2021). MSC: 68T37 PDF BibTeX XML Cite \textit{G. De Luca} and \textit{P. Zuccolotto}, Int. J. Approx. Reasoning 139, 88--103 (2021; Zbl 07443203) Full Text: DOI OpenURL
De Luca, Giovanni; Zuccolotto, Paola Regime dependent interconnectedness among fuzzy clusters of financial time series. (English) Zbl 07363876 Adv. Data Anal. Classif., ADAC 15, No. 2, 315-336 (2021). MSC: 62H30 62M10 PDF BibTeX XML Cite \textit{G. De Luca} and \textit{P. Zuccolotto}, Adv. Data Anal. Classif., ADAC 15, No. 2, 315--336 (2021; Zbl 07363876) Full Text: DOI OpenURL
De Luca, Giovanni; Zuccolotto, Paola A double clustering algorithm for financial time series based on extreme events. (English) Zbl 1362.60051 Stat. Risk. Model. 34, No. 1-2, 1-12 (2017). MSC: 60G70 62M10 PDF BibTeX XML Cite \textit{G. De Luca} and \textit{P. Zuccolotto}, Stat. Risk. Model. 34, No. 1--2, 1--12 (2017; Zbl 1362.60051) Full Text: DOI Link OpenURL