{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,12]],"date-time":"2026-01-12T23:12:45Z","timestamp":1768259565623,"version":"3.49.0"},"reference-count":31,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2011,10,12]],"date-time":"2011-10-12T00:00:00Z","timestamp":1318377600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Adv Data Anal Classif"],"published-print":{"date-parts":[[2011,12]]},"DOI":"10.1007\/s11634-011-0098-3","type":"journal-article","created":{"date-parts":[[2011,10,11]],"date-time":"2011-10-11T17:57:58Z","timestamp":1318355878000},"page":"323-340","source":"Crossref","is-referenced-by-count":65,"title":["A tail dependence-based dissimilarity measure for financial time series clustering"],"prefix":"10.1007","volume":"5","author":[{"given":"Giovanni","family":"De Luca","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Paola","family":"Zuccolotto","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2011,10,12]]},"reference":[{"key":"98_CR1","doi-asserted-by":"crossref","first-page":"762","DOI":"10.1016\/j.csda.2006.04.035","volume":"51","author":"AM Alonso","year":"2006","unstructured":"Alonso AM, Berrendero JR, Hern\u00e1ndez A, Justel A (2006) Time series clustering based on forecast densities. Comput Stat Data Anal 51: 762\u2013776","journal-title":"Comput Stat Data Anal"},{"key":"98_CR2","doi-asserted-by":"crossref","first-page":"167","DOI":"10.2307\/3867666","volume":"46","author":"T Baig","year":"1999","unstructured":"Baig T, Goldfajn I (1999) Financial market contagion in the Asian crisis. IMF Staff Papers 46: 167\u2013195","journal-title":"IMF Staff Papers"},{"key":"98_CR3","first-page":"337","volume":"38","author":"DJ Bartholomew","year":"1959","unstructured":"Bartholomew DJ (1959) A test of homogeneity for ordered alternatives. Biometrika 38: 337\u2013344","journal-title":"Biometrika"},{"key":"98_CR4","unstructured":"Bohte Z, Cepar D, Kosmelj K (1980) Clustering of time series. In: Barritt MM, Wishart D (eds) COMPSTAT 1980. In: Proceedings in computational statistics. Physica, Wien, pp 587\u2013593"},{"key":"98_CR5","doi-asserted-by":"crossref","first-page":"5","DOI":"10.1016\/0304-4076(92)90064-X","volume":"52","author":"T Bollerslev","year":"1992","unstructured":"Bollerslev T, Chou R, Kroner K (1992) ARCH modeling in finance: a review of the theory and empirical evidence. J Econ 52: 5\u201359","journal-title":"J Econ"},{"key":"98_CR6","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1080\/713666155","volume":"3","author":"W Breymann","year":"2003","unstructured":"Breymann W, Dias A, Embrechts P (2003) Dependence structures for multivariate high-frequency data in finance. Quant Fin 3: 1\u201314","journal-title":"Quant Fin"},{"key":"98_CR7","doi-asserted-by":"crossref","first-page":"2668","DOI":"10.1016\/j.csda.2005.04.012","volume":"50","author":"J Caiado","year":"2006","unstructured":"Caiado J, Crato N, Pe\u00f1a D (2006) A periodogram-based metric for time series classification. Comput Stat Data Anal 50: 2668\u20132684","journal-title":"Comput Stat Data Anal"},{"key":"98_CR8","doi-asserted-by":"crossref","DOI":"10.1002\/9781118673331","volume-title":"Copula methods in finance","author":"U Cherubini","year":"2004","unstructured":"Cherubini U, Luciano E, Vecchiato W (2004) Copula methods in finance. Wiley, New York"},{"key":"98_CR9","volume-title":"A theory of data","author":"CH Coombs","year":"1964","unstructured":"Coombs CH (1964) A theory of data. Wiley, New York"},{"key":"98_CR10","doi-asserted-by":"crossref","first-page":"1860","DOI":"10.1016\/j.csda.2007.06.001","volume":"52","author":"M Corduas","year":"2008","unstructured":"Corduas M, Piccolo D (2008) Time series clustering and classification by the autoregressive metrics. Comput Stat Data Anal 52: 1860\u20131872","journal-title":"Comput Stat Data Anal"},{"key":"98_CR11","doi-asserted-by":"crossref","first-page":"91","DOI":"10.1002\/isaf.315","volume":"17","author":"G De Luca","year":"2010","unstructured":"De Luca G, Rivieccio G, Zuccolotto P (2010) Combining random forest and copula functions: a heuristic approach for selecting assets from a financial crisis perspective. Int Syst Acc Fin Man 17: 91\u2013109","journal-title":"Int Syst Acc Fin Man"},{"key":"98_CR12","doi-asserted-by":"crossref","first-page":"3565","DOI":"10.1016\/j.fss.2009.04.013","volume":"160","author":"P D\u2019Urso","year":"2009","unstructured":"D\u2019Urso P, Maharaj EA (2009) Autocorrelation-based fuzzy clustering of time series. Fuzzy Sets Syst 160: 3565\u20133589","journal-title":"Fuzzy Sets Syst"},{"key":"98_CR13","doi-asserted-by":"crossref","first-page":"2223","DOI":"10.1111\/0022-1082.00494","volume":"57","author":"K Forbes","year":"2002","unstructured":"Forbes K, Rigobon R (2002) No contagion, only interdependence: measuring stock market co-movements. J Fin 57: 2223\u20132261","journal-title":"J Fin"},{"key":"98_CR14","doi-asserted-by":"crossref","first-page":"89","DOI":"10.1002\/isaf.216","volume":"11","author":"I Fortin","year":"2002","unstructured":"Fortin I, Kuzmics C (2002) Tail-dependence in stock-return pairs. Int J Intell Syst Acc Fin Manag 11: 89\u2013107","journal-title":"Int J Intell Syst Acc Fin Manag"},{"key":"98_CR15","first-page":"383","volume":"4","author":"P Galeano","year":"2006","unstructured":"Galeano P, Pe\u00f1a D (2006) Multivariate analysis in vector time series. Resenhas 4: 383\u2013404","journal-title":"Resenhas"},{"key":"98_CR16","doi-asserted-by":"crossref","DOI":"10.1201\/b13150","volume-title":"Multivariate models and dependence concepts","author":"H Joe","year":"1997","unstructured":"Joe H (1997) Multivariate models and dependence concepts. Chapman & Hall\/CRC, New York"},{"key":"98_CR17","doi-asserted-by":"crossref","first-page":"328","DOI":"10.2307\/2669629","volume":"93","author":"Y Kakizawa","year":"1998","unstructured":"Kakizawa Y, Shumway RH, Taniguchi M (1998) Discrimination and clustering for multivariate time series. J Am Stat Assoc 93: 328\u2013340","journal-title":"J Am Stat Assoc"},{"key":"98_CR18","doi-asserted-by":"crossref","DOI":"10.1002\/9780470316801","volume-title":"Finding groups in data","author":"L Kaufman","year":"1990","unstructured":"Kaufman L, Rousseaw PJ (1990) Finding groups in data. Wiley, New York"},{"key":"98_CR19","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1007\/BF02289565","volume":"29","author":"JB Kruskal","year":"1964","unstructured":"Kruskal JB (1964) Multidimensional scaling by optimizing a goodness of fit to a nonmetric hypothesis. Psychometrica 29: 1\u201327","journal-title":"Psychometrica"},{"key":"98_CR20","doi-asserted-by":"crossref","first-page":"115","DOI":"10.1007\/BF02289694","volume":"29","author":"JB Kruskal","year":"1964","unstructured":"Kruskal JB (1964) Nonmetric multidimensional scaling: a numerical method. Psychometrica 29: 115\u2013129","journal-title":"Psychometrica"},{"key":"98_CR21","doi-asserted-by":"crossref","first-page":"587","DOI":"10.1016\/S0261-5606(99)00016-9","volume":"18","author":"P Masson","year":"1999","unstructured":"Masson P (1999) Contagion. J Int M Fin 18: 587\u2013602","journal-title":"J Int M Fin"},{"key":"98_CR22","volume-title":"An introduction to copulas","author":"R Nelsen","year":"2006","unstructured":"Nelsen R (2006) An introduction to copulas. Springer, New York"},{"key":"98_CR23","doi-asserted-by":"crossref","first-page":"4685","DOI":"10.1016\/j.csda.2008.03.020","volume":"52","author":"E Otranto","year":"2008","unstructured":"Otranto E (2008) Clustering heteroskedastic time series by model-based procedures. Comput Stat Data Anal 52: 4685\u20134698","journal-title":"Comput Stat Data Anal"},{"key":"98_CR24","doi-asserted-by":"crossref","first-page":"353","DOI":"10.1016\/j.csda.2003.11.009","volume":"47","author":"F Pattarin","year":"2004","unstructured":"Pattarin F, Paterlini S, Minerva T (2004) Clustering financial time series: an application to mutual funds style analysis. Comput Stat Data Anal 47: 353\u2013372","journal-title":"Comput Stat Data Anal"},{"key":"98_CR25","doi-asserted-by":"crossref","first-page":"527","DOI":"10.1111\/j.1468-2354.2006.00387.x","volume":"47","author":"AJ Patton","year":"2006","unstructured":"Patton AJ (2006) Modelling asymmetric exchange rate dependence. Int Ec Rev 47: 527\u2013556","journal-title":"Int Ec Rev"},{"key":"98_CR26","doi-asserted-by":"crossref","first-page":"153","DOI":"10.1111\/j.1467-9892.1990.tb00048.x","volume":"11","author":"D Piccolo","year":"1990","unstructured":"Piccolo D (1990) A distance measure for classifying ARMA models. J Time Ser Anal 11: 153\u2013164","journal-title":"J Time Ser Anal"},{"key":"98_CR27","doi-asserted-by":"crossref","first-page":"125","DOI":"10.1007\/BF02289630","volume":"27","author":"RN Shepard","year":"1962","unstructured":"Shepard RN (1962) The analysis of proximities: multidimensional scaling with an unknown distance function-I. Psychometrica 27: 125\u2013140","journal-title":"Psychometrica"},{"key":"98_CR28","doi-asserted-by":"crossref","first-page":"219","DOI":"10.1007\/BF02289621","volume":"27","author":"RN Shepard","year":"1962","unstructured":"Shepard RN (1962) The analysis of proximities: multidimensional scaling with an unknown distance function-II. Psychometrica 27: 219\u2013246","journal-title":"Psychometrica"},{"key":"98_CR29","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-1162-4","volume-title":"Asymptotic theory of statistical inference for time series","author":"M Taniguchi","year":"2000","unstructured":"Taniguchi M, Kakizawa Y (2000) Asymptotic theory of statistical inference for time series. Springer, New York"},{"key":"98_CR30","doi-asserted-by":"crossref","first-page":"2850","DOI":"10.1016\/j.csda.2009.02.015","volume":"54","author":"JA Vilar","year":"2010","unstructured":"Vilar JA, Alonso AM, Vilar JM (2010) Non-linear time series clustering based on non-parametric forecast densities. Comput Stat Data Anal 54: 2850\u20132865","journal-title":"Comput Stat Data Anal"},{"key":"98_CR31","doi-asserted-by":"crossref","first-page":"535","DOI":"10.1016\/j.knosys.2008.03.014","volume":"21","author":"X Weng","year":"2008","unstructured":"Weng X, Shen J (2008) Classification of multivariate time series using two-dimensional singular value decomposition. Knowl Based Syst 21: 535\u2013539","journal-title":"Knowl Based Syst"}],"container-title":["Advances in Data Analysis and Classification"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11634-011-0098-3.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11634-011-0098-3\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11634-011-0098-3","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,4,13]],"date-time":"2024-04-13T14:31:36Z","timestamp":1713018696000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11634-011-0098-3"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,10,12]]},"references-count":31,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2011,12]]}},"alternative-id":["98"],"URL":"https:\/\/doi.org\/10.1007\/s11634-011-0098-3","relation":{},"ISSN":["1862-5347","1862-5355"],"issn-type":[{"value":"1862-5347","type":"print"},{"value":"1862-5355","type":"electronic"}],"subject":[],"published":{"date-parts":[[2011,10,12]]}}}