You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output.
Click here to find out more.
Chapter title |
Global Risk Factor Theory and Risk Scenario Generation Based on the Rogov-Causality Test of Time Series Time-Warped Longest Common Subsequence
|
---|---|
Chapter number | 18 |
Book title |
Financial Econometrics and Empirical Market Microstructure
|
Published by |
Springer, Cham, January 2015
|
DOI | 10.1007/978-3-319-09946-0_18 |
Book ISBNs |
978-3-31-909945-3, 978-3-31-909946-0
|
Authors |
Mikhail Rogov, Rogov, Mikhail |