Pages that link to "Item:Q1611124"
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The following pages link to Application of nonlinear time series analysis techniques to high-frequency currency exchange data (Q1611124):
Displaying 4 items.
- Line structures in recurrence plots (Q2478706) (← links)
- Towards a nonlinear trading strategy for financial time series (Q2497571) (← links)
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
- Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method (Q3375402) (← links)
