Clustering of time series via non-parametric tail dependence estimation View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2014-06-13

AUTHORS

Fabrizio Durante, Roberta Pappadà, Nicola Torelli

ABSTRACT

We present a procedure for clustering time series according to their tail dependence behaviour as measured via a suitable copula-based tail coefficient, estimated in a non-parametric way. Simulation results about the proposed methodology together with an application to financial data are presented showing the usefulness of the proposed approach.

PAGES

701-721

References to SciGraph publications

  • 1999-09. Hierarchical structure in financial markets in THE EUROPEAN PHYSICAL JOURNAL B
  • 1999-09. Non-Parametric Estimation of the Limit Dependence Function of Multivariate Extremes in EXTREMES
  • 2013. Copulae in Mathematical and Quantitative Finance, Proceedings of the Workshop Held in Cracow, 10-11 July 2012 in NONE
  • 1985-12. Comparing partitions in JOURNAL OF CLASSIFICATION
  • 2011-10-12. A tail dependence-based dissimilarity measure for financial time series clustering in ADVANCES IN DATA ANALYSIS AND CLASSIFICATION
  • 1997. Modelling Extremal Events, for Insurance and Finance in NONE
  • 2009-05-16. Multivariate Hierarchical Copulas with Shocks in METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
  • 2007. Extremes in Nature, An Approach Using Copulas in NONE
  • 2004-03-01. Networks of equities in financial markets in THE EUROPEAN PHYSICAL JOURNAL B
  • 2013. A Spatial Contagion Test for Financial Markets in SYNERGIES OF SOFT COMPUTING AND STATISTICS FOR INTELLIGENT DATA ANALYSIS
  • 2010-05-25. Extreme-Value Copulas in COPULA THEORY AND ITS APPLICATIONS
  • 2012-06-13. A new method for mean-variance portfolio optimization with cardinality constraints in ANNALS OF OPERATIONS RESEARCH
  • 2010-05-25. Pair-Copula Constructions of Multivariate Copulas in COPULA THEORY AND ITS APPLICATIONS
  • 2013-12-22. Clustering of financial time series in risky scenarios in ADVANCES IN DATA ANALYSIS AND CLASSIFICATION
  • 1962-06. The analysis of proximities: Multidimensional scaling with an unknown distance function. I. in PSYCHOMETRIKA
  • 1962-09. The analysis of proximities: Multidimensional scaling with an unknown distance function. II in PSYCHOMETRIKA
  • 2010-05-25. Tail Behaviour of Copulas in COPULA THEORY AND ITS APPLICATIONS
  • 1964-06. Nonmetric multidimensional scaling: A numerical method in PSYCHOMETRIKA
  • 2010. Copula Theory and Its Applications, Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 in NONE
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s00362-014-0605-7

    DOI

    http://dx.doi.org/10.1007/s00362-014-0605-7

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1014696476


    Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
    Incoming Citations Browse incoming citations for this publication using opencitations.net

    JSON-LD is the canonical representation for SciGraph data.

    TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

    [
      {
        "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
        "about": [
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/01", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Mathematical Sciences", 
            "type": "DefinedTerm"
          }, 
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/0104", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Statistics", 
            "type": "DefinedTerm"
          }
        ], 
        "author": [
          {
            "affiliation": {
              "alternateName": "School of Economics and Management, Free University of Bozen-Bolzano, 39100, Bolzano, Italy", 
              "id": "http://www.grid.ac/institutes/grid.34988.3e", 
              "name": [
                "School of Economics and Management, Free University of Bozen-Bolzano, 39100, Bolzano, Italy"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Durante", 
            "givenName": "Fabrizio", 
            "id": "sg:person.013475607471.22", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013475607471.22"
            ], 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "alternateName": "Department of Statistical Sciences, University of Padua, Padua, Italy", 
              "id": "http://www.grid.ac/institutes/grid.5608.b", 
              "name": [
                "School of Economics and Management, Free University of Bozen-Bolzano, 39100, Bolzano, Italy", 
                "Department of Statistical Sciences, University of Padua, Padua, Italy"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Pappad\u00e0", 
            "givenName": "Roberta", 
            "id": "sg:person.013744432541.14", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013744432541.14"
            ], 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "alternateName": "Department of Economics, Business, Mathematics and Statistics \u201cBruno De Finetti\u201d, University of Trieste, Trieste, Italy", 
              "id": "http://www.grid.ac/institutes/grid.5133.4", 
              "name": [
                "Department of Economics, Business, Mathematics and Statistics \u201cBruno De Finetti\u201d, University of Trieste, Trieste, Italy"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Torelli", 
            "givenName": "Nicola", 
            "id": "sg:person.016451556573.75", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.016451556573.75"
            ], 
            "type": "Person"
          }
        ], 
        "citation": [
          {
            "id": "sg:pub.10.1007/s10479-012-1165-7", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1045889110", 
              "https://doi.org/10.1007/s10479-012-1165-7"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-3-642-12465-5_8", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1028488529", 
              "https://doi.org/10.1007/978-3-642-12465-5_8"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1140/epjb/e2004-00129-6", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1036748423", 
              "https://doi.org/10.1140/epjb/e2004-00129-6"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-3-642-35407-6", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1016686594", 
              "https://doi.org/10.1007/978-3-642-35407-6"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-3-642-12465-5_6", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1014168199", 
              "https://doi.org/10.1007/978-3-642-12465-5_6"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s11634-011-0098-3", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1014781474", 
              "https://doi.org/10.1007/s11634-011-0098-3"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s100510050929", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1045803407", 
              "https://doi.org/10.1007/s100510050929"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/bf01908075", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1022323983", 
              "https://doi.org/10.1007/bf01908075"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-3-642-33042-1_34", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1019847062", 
              "https://doi.org/10.1007/978-3-642-33042-1_34"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s11009-009-9134-6", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1012569752", 
              "https://doi.org/10.1007/s11009-009-9134-6"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/bf02289630", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1029294563", 
              "https://doi.org/10.1007/bf02289630"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s11634-013-0160-4", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1040088698", 
              "https://doi.org/10.1007/s11634-013-0160-4"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/bf02289621", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1029473485", 
              "https://doi.org/10.1007/bf02289621"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1023/a:1009954903111", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1035677958", 
              "https://doi.org/10.1023/a:1009954903111"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/1-4020-4415-1", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1002759975", 
              "https://doi.org/10.1007/1-4020-4415-1"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-3-642-12465-5_4", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1031567327", 
              "https://doi.org/10.1007/978-3-642-12465-5_4"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-3-642-12465-5", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1005643223", 
              "https://doi.org/10.1007/978-3-642-12465-5"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/bf02289694", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1018964677", 
              "https://doi.org/10.1007/bf02289694"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-3-642-33483-2", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1012537231", 
              "https://doi.org/10.1007/978-3-642-33483-2"
            ], 
            "type": "CreativeWork"
          }
        ], 
        "datePublished": "2014-06-13", 
        "datePublishedReg": "2014-06-13", 
        "description": "We present a procedure for clustering time series according to their tail dependence behaviour as measured via a suitable copula-based tail coefficient, estimated in a non-parametric way. Simulation results about the proposed methodology together with an application to financial data are presented showing the usefulness of the proposed approach.", 
        "genre": "article", 
        "id": "sg:pub.10.1007/s00362-014-0605-7", 
        "inLanguage": "en", 
        "isAccessibleForFree": false, 
        "isPartOf": [
          {
            "id": "sg:journal.1051623", 
            "issn": [
              "0932-5026", 
              "1613-9798"
            ], 
            "name": "Statistical Papers", 
            "publisher": "Springer Nature", 
            "type": "Periodical"
          }, 
          {
            "issueNumber": "3", 
            "type": "PublicationIssue"
          }, 
          {
            "type": "PublicationVolume", 
            "volumeNumber": "56"
          }
        ], 
        "keywords": [
          "time series", 
          "non-parametric way", 
          "financial data", 
          "dependence estimation", 
          "tail coefficient", 
          "dependence behavior", 
          "estimation", 
          "methodology", 
          "series", 
          "way", 
          "data", 
          "approach", 
          "behavior", 
          "usefulness", 
          "coefficient", 
          "procedure", 
          "simulations", 
          "applications"
        ], 
        "name": "Clustering of time series via non-parametric tail dependence estimation", 
        "pagination": "701-721", 
        "productId": [
          {
            "name": "dimensions_id", 
            "type": "PropertyValue", 
            "value": [
              "pub.1014696476"
            ]
          }, 
          {
            "name": "doi", 
            "type": "PropertyValue", 
            "value": [
              "10.1007/s00362-014-0605-7"
            ]
          }
        ], 
        "sameAs": [
          "https://doi.org/10.1007/s00362-014-0605-7", 
          "https://app.dimensions.ai/details/publication/pub.1014696476"
        ], 
        "sdDataset": "articles", 
        "sdDatePublished": "2022-05-20T07:30", 
        "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
        "sdPublisher": {
          "name": "Springer Nature - SN SciGraph project", 
          "type": "Organization"
        }, 
        "sdSource": "s3://com-springernature-scigraph/baseset/20220519/entities/gbq_results/article/article_641.jsonl", 
        "type": "ScholarlyArticle", 
        "url": "https://doi.org/10.1007/s00362-014-0605-7"
      }
    ]
     

    Download the RDF metadata as:  json-ld nt turtle xml License info

    HOW TO GET THIS DATA PROGRAMMATICALLY:

    JSON-LD is a popular format for linked data which is fully compatible with JSON.

    curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/s00362-014-0605-7'

    N-Triples is a line-based linked data format ideal for batch operations.

    curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/s00362-014-0605-7'

    Turtle is a human-readable linked data format.

    curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/s00362-014-0605-7'

    RDF/XML is a standard XML format for linked data.

    curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/s00362-014-0605-7'


     

    This table displays all metadata directly associated to this object as RDF triples.

    173 TRIPLES      22 PREDICATES      62 URIs      35 LITERALS      6 BLANK NODES

    Subject Predicate Object
    1 sg:pub.10.1007/s00362-014-0605-7 schema:about anzsrc-for:01
    2 anzsrc-for:0104
    3 schema:author N1f8c586f5d304f8cb8fa6fd604b9b98a
    4 schema:citation sg:pub.10.1007/1-4020-4415-1
    5 sg:pub.10.1007/978-3-642-12465-5
    6 sg:pub.10.1007/978-3-642-12465-5_4
    7 sg:pub.10.1007/978-3-642-12465-5_6
    8 sg:pub.10.1007/978-3-642-12465-5_8
    9 sg:pub.10.1007/978-3-642-33042-1_34
    10 sg:pub.10.1007/978-3-642-33483-2
    11 sg:pub.10.1007/978-3-642-35407-6
    12 sg:pub.10.1007/bf01908075
    13 sg:pub.10.1007/bf02289621
    14 sg:pub.10.1007/bf02289630
    15 sg:pub.10.1007/bf02289694
    16 sg:pub.10.1007/s100510050929
    17 sg:pub.10.1007/s10479-012-1165-7
    18 sg:pub.10.1007/s11009-009-9134-6
    19 sg:pub.10.1007/s11634-011-0098-3
    20 sg:pub.10.1007/s11634-013-0160-4
    21 sg:pub.10.1023/a:1009954903111
    22 sg:pub.10.1140/epjb/e2004-00129-6
    23 schema:datePublished 2014-06-13
    24 schema:datePublishedReg 2014-06-13
    25 schema:description We present a procedure for clustering time series according to their tail dependence behaviour as measured via a suitable copula-based tail coefficient, estimated in a non-parametric way. Simulation results about the proposed methodology together with an application to financial data are presented showing the usefulness of the proposed approach.
    26 schema:genre article
    27 schema:inLanguage en
    28 schema:isAccessibleForFree false
    29 schema:isPartOf N0aed10f310284d8cb9ded5f10e08e4ef
    30 N92cccb064a184879a3926ece48671cc1
    31 sg:journal.1051623
    32 schema:keywords applications
    33 approach
    34 behavior
    35 coefficient
    36 data
    37 dependence behavior
    38 dependence estimation
    39 estimation
    40 financial data
    41 methodology
    42 non-parametric way
    43 procedure
    44 series
    45 simulations
    46 tail coefficient
    47 time series
    48 usefulness
    49 way
    50 schema:name Clustering of time series via non-parametric tail dependence estimation
    51 schema:pagination 701-721
    52 schema:productId Nce3d2b2ce57d4c7084f7f7cd3b4aa6d9
    53 Nea225f45b36f407dbd10be87d9fd6e7c
    54 schema:sameAs https://app.dimensions.ai/details/publication/pub.1014696476
    55 https://doi.org/10.1007/s00362-014-0605-7
    56 schema:sdDatePublished 2022-05-20T07:30
    57 schema:sdLicense https://scigraph.springernature.com/explorer/license/
    58 schema:sdPublisher Nc62604574ed1449cb8710b9e33c6ea27
    59 schema:url https://doi.org/10.1007/s00362-014-0605-7
    60 sgo:license sg:explorer/license/
    61 sgo:sdDataset articles
    62 rdf:type schema:ScholarlyArticle
    63 N0aed10f310284d8cb9ded5f10e08e4ef schema:issueNumber 3
    64 rdf:type schema:PublicationIssue
    65 N1f8c586f5d304f8cb8fa6fd604b9b98a rdf:first sg:person.013475607471.22
    66 rdf:rest Na1873c419f5e4a1186b4d48074f88343
    67 N92cccb064a184879a3926ece48671cc1 schema:volumeNumber 56
    68 rdf:type schema:PublicationVolume
    69 Na1873c419f5e4a1186b4d48074f88343 rdf:first sg:person.013744432541.14
    70 rdf:rest Nd98a00d512e843aa9cb793968aef5788
    71 Nc62604574ed1449cb8710b9e33c6ea27 schema:name Springer Nature - SN SciGraph project
    72 rdf:type schema:Organization
    73 Nce3d2b2ce57d4c7084f7f7cd3b4aa6d9 schema:name doi
    74 schema:value 10.1007/s00362-014-0605-7
    75 rdf:type schema:PropertyValue
    76 Nd98a00d512e843aa9cb793968aef5788 rdf:first sg:person.016451556573.75
    77 rdf:rest rdf:nil
    78 Nea225f45b36f407dbd10be87d9fd6e7c schema:name dimensions_id
    79 schema:value pub.1014696476
    80 rdf:type schema:PropertyValue
    81 anzsrc-for:01 schema:inDefinedTermSet anzsrc-for:
    82 schema:name Mathematical Sciences
    83 rdf:type schema:DefinedTerm
    84 anzsrc-for:0104 schema:inDefinedTermSet anzsrc-for:
    85 schema:name Statistics
    86 rdf:type schema:DefinedTerm
    87 sg:journal.1051623 schema:issn 0932-5026
    88 1613-9798
    89 schema:name Statistical Papers
    90 schema:publisher Springer Nature
    91 rdf:type schema:Periodical
    92 sg:person.013475607471.22 schema:affiliation grid-institutes:grid.34988.3e
    93 schema:familyName Durante
    94 schema:givenName Fabrizio
    95 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013475607471.22
    96 rdf:type schema:Person
    97 sg:person.013744432541.14 schema:affiliation grid-institutes:grid.5608.b
    98 schema:familyName Pappadà
    99 schema:givenName Roberta
    100 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013744432541.14
    101 rdf:type schema:Person
    102 sg:person.016451556573.75 schema:affiliation grid-institutes:grid.5133.4
    103 schema:familyName Torelli
    104 schema:givenName Nicola
    105 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.016451556573.75
    106 rdf:type schema:Person
    107 sg:pub.10.1007/1-4020-4415-1 schema:sameAs https://app.dimensions.ai/details/publication/pub.1002759975
    108 https://doi.org/10.1007/1-4020-4415-1
    109 rdf:type schema:CreativeWork
    110 sg:pub.10.1007/978-3-642-12465-5 schema:sameAs https://app.dimensions.ai/details/publication/pub.1005643223
    111 https://doi.org/10.1007/978-3-642-12465-5
    112 rdf:type schema:CreativeWork
    113 sg:pub.10.1007/978-3-642-12465-5_4 schema:sameAs https://app.dimensions.ai/details/publication/pub.1031567327
    114 https://doi.org/10.1007/978-3-642-12465-5_4
    115 rdf:type schema:CreativeWork
    116 sg:pub.10.1007/978-3-642-12465-5_6 schema:sameAs https://app.dimensions.ai/details/publication/pub.1014168199
    117 https://doi.org/10.1007/978-3-642-12465-5_6
    118 rdf:type schema:CreativeWork
    119 sg:pub.10.1007/978-3-642-12465-5_8 schema:sameAs https://app.dimensions.ai/details/publication/pub.1028488529
    120 https://doi.org/10.1007/978-3-642-12465-5_8
    121 rdf:type schema:CreativeWork
    122 sg:pub.10.1007/978-3-642-33042-1_34 schema:sameAs https://app.dimensions.ai/details/publication/pub.1019847062
    123 https://doi.org/10.1007/978-3-642-33042-1_34
    124 rdf:type schema:CreativeWork
    125 sg:pub.10.1007/978-3-642-33483-2 schema:sameAs https://app.dimensions.ai/details/publication/pub.1012537231
    126 https://doi.org/10.1007/978-3-642-33483-2
    127 rdf:type schema:CreativeWork
    128 sg:pub.10.1007/978-3-642-35407-6 schema:sameAs https://app.dimensions.ai/details/publication/pub.1016686594
    129 https://doi.org/10.1007/978-3-642-35407-6
    130 rdf:type schema:CreativeWork
    131 sg:pub.10.1007/bf01908075 schema:sameAs https://app.dimensions.ai/details/publication/pub.1022323983
    132 https://doi.org/10.1007/bf01908075
    133 rdf:type schema:CreativeWork
    134 sg:pub.10.1007/bf02289621 schema:sameAs https://app.dimensions.ai/details/publication/pub.1029473485
    135 https://doi.org/10.1007/bf02289621
    136 rdf:type schema:CreativeWork
    137 sg:pub.10.1007/bf02289630 schema:sameAs https://app.dimensions.ai/details/publication/pub.1029294563
    138 https://doi.org/10.1007/bf02289630
    139 rdf:type schema:CreativeWork
    140 sg:pub.10.1007/bf02289694 schema:sameAs https://app.dimensions.ai/details/publication/pub.1018964677
    141 https://doi.org/10.1007/bf02289694
    142 rdf:type schema:CreativeWork
    143 sg:pub.10.1007/s100510050929 schema:sameAs https://app.dimensions.ai/details/publication/pub.1045803407
    144 https://doi.org/10.1007/s100510050929
    145 rdf:type schema:CreativeWork
    146 sg:pub.10.1007/s10479-012-1165-7 schema:sameAs https://app.dimensions.ai/details/publication/pub.1045889110
    147 https://doi.org/10.1007/s10479-012-1165-7
    148 rdf:type schema:CreativeWork
    149 sg:pub.10.1007/s11009-009-9134-6 schema:sameAs https://app.dimensions.ai/details/publication/pub.1012569752
    150 https://doi.org/10.1007/s11009-009-9134-6
    151 rdf:type schema:CreativeWork
    152 sg:pub.10.1007/s11634-011-0098-3 schema:sameAs https://app.dimensions.ai/details/publication/pub.1014781474
    153 https://doi.org/10.1007/s11634-011-0098-3
    154 rdf:type schema:CreativeWork
    155 sg:pub.10.1007/s11634-013-0160-4 schema:sameAs https://app.dimensions.ai/details/publication/pub.1040088698
    156 https://doi.org/10.1007/s11634-013-0160-4
    157 rdf:type schema:CreativeWork
    158 sg:pub.10.1023/a:1009954903111 schema:sameAs https://app.dimensions.ai/details/publication/pub.1035677958
    159 https://doi.org/10.1023/a:1009954903111
    160 rdf:type schema:CreativeWork
    161 sg:pub.10.1140/epjb/e2004-00129-6 schema:sameAs https://app.dimensions.ai/details/publication/pub.1036748423
    162 https://doi.org/10.1140/epjb/e2004-00129-6
    163 rdf:type schema:CreativeWork
    164 grid-institutes:grid.34988.3e schema:alternateName School of Economics and Management, Free University of Bozen-Bolzano, 39100, Bolzano, Italy
    165 schema:name School of Economics and Management, Free University of Bozen-Bolzano, 39100, Bolzano, Italy
    166 rdf:type schema:Organization
    167 grid-institutes:grid.5133.4 schema:alternateName Department of Economics, Business, Mathematics and Statistics “Bruno De Finetti”, University of Trieste, Trieste, Italy
    168 schema:name Department of Economics, Business, Mathematics and Statistics “Bruno De Finetti”, University of Trieste, Trieste, Italy
    169 rdf:type schema:Organization
    170 grid-institutes:grid.5608.b schema:alternateName Department of Statistical Sciences, University of Padua, Padua, Italy
    171 schema:name Department of Statistical Sciences, University of Padua, Padua, Italy
    172 School of Economics and Management, Free University of Bozen-Bolzano, 39100, Bolzano, Italy
    173 rdf:type schema:Organization
     




    Preview window. Press ESC to close (or click here)


    ...