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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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| Main Authors: | , , , , , |
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| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
Nature Publishing Group
2014
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| 主題: | |
| 在線閱讀: | 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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