Phase distribution and phase correlation of financial time series

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 73, Issue 1, 2006, Pages

  Wu, Ming Chya ^a   Huang, Ming Chang ^b   Yu, Hai Chin ^b   Chiang, Thomas C ^c  

^a INSTITUTE OF PHYSICS   (Taiwan)

^b CHUNG YUAN CHRISTIAN UNIVERSITY   (Taiwan)

^c DREXEL UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; DATA ACQUISITION;

PHASE CORRELATION; PHASE DISTRIBUTION;

TIME SERIES ANALYSIS;

EID: 32844469481     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.73.016118     Document Type: Article

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