Papers: 10.3390/e22060617

https://doi.org/10.3390/e22060617

Estimation of Dynamic Bivariate Correlation Using a Weighted Graph Algorithm

Cited by: 7
Author(s): Majnu John, Yihren Wu, Manjari Narayan, Aparna John, Toshikazu Ikuta, Janina Ferbinteanu
Published: about 6 years ago

Software Mentions 1

cran: fMultivar
Rmetrics - Modeling of Multivariate Financial Return Distributions
Papers that mentioned: 1
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