Concepedia

Christian Dose

CD

Statistics

Publications

2

Citations

192

H-Index

2

Active since

2005

Affiliations

Hewlett-Packard (Italy)(Current)

Christian Dose is an author at Hewlett-Packard (Italy) specializing in financial economics, time series analysis, and financial time series analysis.

Publications per year

2005–2008

2

Publications

2

Clustering of financial time series with application to index and enhanced index tracking portfolio

Christian Dose, Silvano Cincotti · Physica A Statistical Mechanics and its Applications · 2005 · 147 citations

, , +12

Skewness, long-time memory, and non-stationarity: Application to leverage effect in financial time series

H. Eduardo Roman, Markus Porto, Christian Dose · Europhysics Letters (EPL) · 2008 · 45 citations

, , +17

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