Nonlinear Noise Estimation in International Capital Markets
Year of publication: |
2002
|
---|---|
Authors: | Siriopoulos, Costas ; Leontitsis, Alexandros |
Published in: |
Multinational Finance Journal. - Multinational Finance Society - MFS. - Vol. 6.2002, 1, p. 43-63
|
Publisher: |
Multinational Finance Society - MFS |
Subject: | chaos theory | local principal components analysis | noise estimation | nonlinear dynamics |
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