Sanderson, Rohnn - In: International journal of economic sciences and applied … 4 (2011) 2, pp. 99-124
look like standard autocorrelation. Also, components of a price's behaviour may not be linear or may be unable to be … structured well in a stationary series. Recently, more research has been devoted to whether or not a series of prices exhibits … deterministic behaviour, instead of some type of Brownian Motion (regular or fractal). This research suggests that some time series …