Pages that link to "Item:Q5942416"

The following pages link to Evidence of Markov properties of high frequency exchange rate data (Q5942416):

Displaying 16 items.

• Markov properties of electrical discharge current fluctuations in plasma (Q537901) (← links)
• Kernel-based regression of drift and diffusion coefficients of stochastic processes (Q665358) (← links)
• A data-analysis method for identifying differential effects of time-delayed feedback forces and periodic driving forces in stochastic systems (Q978722) (← links)
• Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes (Q1409101) (← links)
• A robust nonparametric framework for reconstruction of stochastic differential equation models (Q1619315) (← links)
• Can log-periodic power law structures arise from random fluctuations? (Q1782685) (← links)
• From Brownian motion to operational risk: statistical physics and financial markets (Q1865443) (← links)
• Parameter-free resolution of the superposition of stochastic signals (Q2409947) (← links)
• Stability and hierarchy of quasi-stationary states: financial markets as an example (Q3302370) (← links)
• Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
• NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY (Q3573165) (← links)
• RECONSTRUCTION OF THE DETERMINISTIC DYNAMICS OF STOCHASTIC SYSTEMS (Q4669145) (← links)
• Multi-scale description and prediction of financial time series (Q5135188) (← links)
• A continuous time Bayesian network classifier for intraday FX prediction (Q5247924) (← links)
• Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)
• Examining the dynamics of the Turkish manufacturing industry: a hidden Markov model approach (Q6123530) (← links)