Testing for dynamics in the irregular fluctuations of financial data
Year of publication: |
2006
|
---|---|
Authors: | Nakamura, Tomomichi ; Small, Michael |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 366.2006, C, p. 377-386
|
Publisher: |
Elsevier |
Subject: | Econophysics | Financial data | Irregular fluctuations | Price changes surrogate method | Trends |
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