Detecting fuzzy periodic patterns in futures spreads (Q744771)

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Detecting fuzzy periodic patterns in futures spreads
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    title
    Detecting fuzzy periodic patterns in futures spreads (English)
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    author
    Erhard Reschenhofer
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    Werner Ploberger
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    Georg V. Lehecka
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    publication date
    26 September 2014
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    Mathematics Subject Classification ID
    62G10
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    62M15
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    62M86
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    62P20
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    zbMATH DE Number
    6348095
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    zbMATH Keywords
    frequency-domain test
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    synchronous pattern
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    nonsinusoidality
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    predictability
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