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Volumn 18, Issue 1, 2008, Pages

Forbidden patterns in financial time series

Author keywords

[No Author keywords available]

Indexed keywords


EID: 41549114090     PISSN: 10541500     EISSN: None     Source Type: Journal    
DOI: 10.1063/1.2841197     Document Type: Article
Times cited : (74)

References (20)
  • 1
    • 41549094424 scopus 로고
    • Time Series Analysis: Forecasting and Control (Holden-Day, San Francisco).
    • G. Box and G. Jenkins, Time Series Analysis: Forecasting and Control (Holden-Day, San Francisco, 1970).
    • (1970)
    • Box, G.1    Jenkins, G.2
  • 2
    • 41549091250 scopus 로고
    • Time Series Analysis (Cambridge University Press, Cambridge, UK).
    • J. M. Gottman, Time Series Analysis (Cambridge University Press, Cambridge, UK, 1981).
    • (1981)
    • Gottman, J.M.1
  • 3
    • 41549127902 scopus 로고
    • Time Series: Theory and Methods (Springer-Verlag, New York).
    • P. J. Brockwell and R. A. Davis, Time Series: Theory and Methods (Springer-Verlag, New York, 1987).
    • (1987)
    • Brockwell, P.J.1    Davis, R.A.2
  • 4
    • 41549165560 scopus 로고
    • Forecasting and Time Series Analysis (McGraw Hill, New York).
    • D. C. Montgomery, L. A. Johnson, and J. S. Gardiner, Forecasting and Time Series Analysis (McGraw Hill, New York, 1990).
    • (1990)
    • Montgomery, D.C.1    Johnson, L.A.2    Gardiner, J.S.3
  • 5
    • 41549094860 scopus 로고
    • Time Series and Statistics (W. W. Norton, New York).
    • J. Eatwell, Time Series and Statistics (W. W. Norton, New York, 1991).
    • (1991)
    • Eatwell, J.1
  • 6
    • 41549113247 scopus 로고
    • Time Series Analysis (Princeton University Press, Princeton, NJ).
    • J. D. Hamilton, Time Series Analysis (Princeton University Press, Princeton, NJ, 1994).
    • (1994)
    • Hamilton, J.D.1
  • 7
    • 41549122747 scopus 로고    scopus 로고
    • Handbook of Time Series Analysis, edited by B. Schelter, M. Winterhalder, and Jens Timmer (Wiley-WHC, Weinheim).
    • Handbook of Time Series Analysis, edited by, B. Schelter, M. Winterhalder, and, Jens Timmer, (Wiley-WHC, Weinheim, 2007).
    • (2007)
  • 9
    • 41549083222 scopus 로고    scopus 로고
    • Nonlinear Time Series Analysis (Cambridge University Press, Cambridge, UK).
    • H. Kantz and T. Schreiber, Nonlinear Time Series Analysis (Cambridge University Press, Cambridge, UK, 2004).
    • (2004)
    • Kantz, H.1    Schreiber, T.2
  • 14
    • 41549112336 scopus 로고    scopus 로고
    • An Introduction to Econophysics (Cambridge University Press, Cambridge, UK).
    • R. N. Mantegna and H. E. Stanley, An Introduction to Econophysics (Cambridge University Press, Cambridge, UK, 2000).
    • (2000)
    • Mantegna, R.N.1    Stanley, H.E.2
  • 17
    • 84958277206 scopus 로고    scopus 로고
    • http://www.dj.com
    • http://www.dj.com
  • 18
    • 84958277207 scopus 로고    scopus 로고
    • http://www.nasdaq.com
    • http://www.nasdaq.com
  • 19
    • 84958277208 scopus 로고    scopus 로고
    • http://www.nyse.com
    • http://www.nyse.com
  • 20
    • 84958277209 scopus 로고    scopus 로고
    • http://finance.yahoo.com/q?s=%5ETNX
    • http://finance.yahoo.com/q?s=%5ETNX


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.