Methodology for detection of determinism and nonlinearity on financial time series
This paper uses the method of surrogate data to analyze the dynamics of financial time signals suggesting a hierarchy of hypotheses where irregular fluctuations: (i) are independently distributed, (ii) are generated by a linear system, and (iii) are generated by a stationary linear system. These hyp...
| Päätekijät: | , , , |
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| Aineistotyyppi: | Artikkeli |
| Kieli: | English |
| Julkaistu: |
Universidad del Zulia
2015-12-01
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| Sarja: | Revista Técnica de la Facultad de Ingeniería |
| Aiheet: | |
| Linkit: | https://www.produccioncientificaluz.org/index.php/tecnica/article/view/20442 |