Detecting Intraday Periodicities with Application to High Frequency Exchange Rates (Q5757826): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Spectral based testing of the martingale hypothesis / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4325549 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Characterization of cyclostationary random signal processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5335806 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Detecting randomly modulated pulses in noise / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A generalization of the non-parametric Henriksson-Merton test of market timing / rank | |||
Normal rank |
Latest revision as of 15:06, 26 June 2024
scientific article; zbMATH DE number 5188736
Language | Label | Description | Also known as |
---|---|---|---|
English | Detecting Intraday Periodicities with Application to High Frequency Exchange Rates |
scientific article; zbMATH DE number 5188736 |
Statements
Detecting Intraday Periodicities with Application to High Frequency Exchange Rates (English)
0 references
7 September 2007
0 references
0 references