The nearest neighbour method as a test for detecting complex dynamics in financial series : an empirical application
| Year of publication: |
2002
|
|---|---|
| Authors: | Aparicio, Teresa ; Pozo, Eduardo ; Saura Bacaicoa, Dulce |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 7, p. 517-525
|
| Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | USA | United States | Nichtlineare Dynamik | Nonlinear dynamics |
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