Temporal clustering of commodity market trading days: Clarifying volatility regimes with the Gaussian mixture model with extended ultrametric covariance structure

Additional Metadata
Thesis Advisor	Cavicchia, C
Persistent URL	hdl.handle.net/2105/63390
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Berg, H.J.F. van den. (2022, September). Temporal clustering of commodity market trading days: Clarifying volatility regimes with the Gaussian mixture model with extended ultrametric covariance structure. Econometrie. Retrieved from http://hdl.handle.net/2105/63390

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