Recurrence quantification analysis of wavelet pre-filtered index returns

Physica A: Statistical Mechanics and its Applications

Volumn 344, Issue 1-2, 2004, Pages 257-262

  Antoniou, Antonios ^a   Vorlow, Constantinos E ^a,b  

^a DURHAM UNIVERSITY   (United Kingdom)

^b DURHAM UNIVERSITY   (United Kingdom)

Author keywords

Chaos; Financial time series analysis; Recurrence plots; Recurrence quantification analysis; Wavelets

Indexed keywords

CHAOS THEORY; INDUSTRIAL ECONOMICS; INTERNATIONAL TRADE; TIME SERIES ANALYSIS; WAVELET TRANSFORMS;

FINANCIAL TIME-SERIES ANALYSIS; RECURRENCE PLOTS; RECURRENCE QUANTIFICATION ANALYSIS;

FINANCE;

EID: 5444251826     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.06.128     Document Type: Conference Paper

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