FINANCIAL AND OTHER SPATIO-TEMPORAL TIME SERIES: LONG-RANGE CORRELATIONS AND SPECTRAL PROPERTIES
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Publication:3368601
DOI10.1142/S0129183105008230zbMATH Open1078.62089MaRDI QIDQ3368601FDOQ3368601
Author name not available (Why is that?)
Publication date: 31 January 2006
Published in: International Journal of Modern Physics C (Search for Journal in Brave)
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
Cites Work
- Generalized autoregressive conditional heteroscedasticity
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Title not available (Why is that?)
- Pattern dynamics in spatiotemporal chaos. Pattern selection, diffusion of defect and pattern competition intermittency
- Prediction in dynamic models with time-dependent conditional variances
Cited In (7)
- Dynamical Evolution of Anti-social Phenomena: A Data Science Approach
- Long-run wavelet-based correlation for financial time series
- SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET
- RANDOM-WALK TYPE MODEL WITH FAT TAILS FOR FINANCIAL MARKETS
- Long correlations applied to the study of agricultural indices in comparison with the S\&P500 index
- Title not available (Why is that?)
- QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES
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