Clustering of financial instruments using jump tail dependence coefficient. - Chen Yang 012; Wenjun Jiang; Jiang Wu; Xin Liu 110; Zhichuan Li (Stat. Methods Appl., 2018)

Dynamic tilted current correlation for high dimensional variable screening. - Bangxin Zhao; Xin Liu 110; Wenqing He; Grace Y. Yi (J. Multivar. Anal., 2021)