Wordt geladen...
Characteristics of the transmission of autoregressive sub-patterns in financial time series
There are many types of autoregressive patterns in financial time series, and they form a transmission process. Here, we define autoregressive patterns quantitatively through an econometrical regression model. We present a computational algorithm that sets the autoregressive patterns as nodes and tr...
Bewaard in:
| Hoofdauteurs: | , , , , , |
|---|---|
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Nature Publishing Group
2014
|
| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4155334/ https://ncbi.nlm.nih.gov/pubmed/25189200 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep06290 |
| Tags: |
Voeg label toe
Geen labels, Wees de eerste die dit record labelt!
|