Search Results - subject:"Surrogate Data Analysis"

Siriopoulos, Costas; Skaperda, Maria - In: Bulletin of applied economics 7 (2020) 2, pp. 153-164

Persistent link: https://www.econbiz.de/10012813848

VORLOW, Constantinos; ANTONIOU, Antonios; KYRTSOU, Catherine - Society for Computational Economics - SCE - 2004

Surrogate Data Analysis inferential framework with the MG-GARCH (Kyrtsou and Terraza, 2003) modelling approach, we examine …

Persistent link: https://www.econbiz.de/10005345276

Leontitsis, Alexandros; Vorlow, Constantinos E. - In: Physica A: Statistical Mechanics and its Applications 368 (2006) 2, pp. 522-530

Surrogate data analysis (SDA) is a statistical hypothesis testing framework for the determination of weak chaos in time …

Persistent link: https://www.econbiz.de/10010588870

Antoniou, Antonios; Vorlow, Constantinos E. - In: Physica A: Statistical Mechanics and its Applications 348 (2005) C, pp. 389-403

surrogate data analysis on the original and denoised stock returns. Our results suggest that there is a strong nonlinear and …

Persistent link: https://www.econbiz.de/10011063370

Clark, Andrew - In: Physica A: Statistical Mechanics and its Applications 338 (2004) 3, pp. 585-595

In this paper, we looked for evidence of log-periodicity in recent US corporate bond spreads.

Persistent link: https://www.econbiz.de/10010871792