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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...
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| Autores principales: | , , , , , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
Nature Publishing Group
2014
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| Materias: | |
| Acceso en línea: | 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 |
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