Phase correlation of foreign exchange time series

Physica A: Statistical Mechanics and its Applications

Volumn 375, Issue 2, 2007, Pages 633-642

  Wu, Ming Chya ^a  

^a INSTITUTE OF PHYSICS   (Taiwan)

Author keywords

Foreign exchange rate; Phase correlation; Time series

Indexed keywords

FUNCTIONS; MATHEMATICAL TRANSFORMATIONS; TIME SERIES ANALYSIS;

FOREIGN EXCHANGE RATE; INTRINSIC MODE FUNCTIONS (IMF); PHASE CORRELATION;

CORRELATION METHODS;

EID: 33845432501     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.09.018     Document Type: Article

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