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Volatility clustering and long memory of financial time series and financial price model.

Hongli NiuJun Wang
Published in: Digit. Signal Process. (2013)
Keyphrases
  • financial time series
  • stock market
  • stock price
  • probabilistic model
  • financial data
  • clustering algorithm
  • k means
  • dimensionality reduction
  • clustering method
  • short term