A note on shuffled financial surrogates

Mathematical and Computer Modelling

Volumn 38, Issue 1-2, 2003, Pages 33-40

  Leontitsis, A ^a,b  

^a UNIVERSITY OF KENT   (United Kingdom)

^b UNIVERSITY OF IOANNINA   (Greece)

Author keywords

Calendar effects; Financial time series; Shuffled surrogate data

Indexed keywords

EID: 0141746383     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0895-7177(03)90004-5     Document Type: Article

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