Prediction in chaotic time series : methods and comparisons with an application to financial intra-day data
Year of publication: |
2005
|
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Authors: | Guégan, Dominique ; Mercier, Léon É. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 11.2005, 2, p. 137-150
|
Subject: | Zeitreihenanalyse | Time series analysis | Chaostheorie | Chaos theory | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate |
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