Multi-scale description and prediction of financial time series

New Journal of Physics

Volumn 12, Issue , 2010, Pages

  Nawroth, A P ^a   Friedrich, R ^b   Peinke, J ^c  

^a University of Münster ^*  (Switzerland)

^b UNIVERSITY OF MÜNSTER   (Germany)

^c UNIVERSITY OF OLDENBURG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENT SCALE; FINANCIAL TIME SERIES; HIERARCHICAL PROCESS; HIGHER ORDER; JOINT PROBABILITY; MULTISCALES; NEW MECHANISMS; TIME DEPENDENCE; VOLATILITY CLUSTERING;

FINANCIAL DATA PROCESSING; PROBABILITY; PROBABILITY DENSITY FUNCTION;

TIME SERIES;

EID: 77956574317     PISSN: 13672630     EISSN: None     Source Type: Journal    
DOI: 10.1088/1367-2630/12/8/083021     Document Type: Article

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