FINANCIAL AND OTHER SPATIO-TEMPORAL TIME SERIES: LONG-RANGE CORRELATIONS AND SPECTRAL PROPERTIES
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Publication:3368601
Recommendations
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Cites work
- scientific article; zbMATH DE number 428908 (Why is no real title available?)
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Generalized autoregressive conditional heteroscedasticity
- 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)- Long-run wavelet-based correlation for financial time series
- Dynamical evolution of anti-social phenomena: a data science approach
- 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
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- QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES
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