Pages that link to "Item:Q1611124"
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The following pages link to Application of nonlinear time series analysis techniques to high-frequency currency exchange data (Q1611124):
Displaying 10 items.
- Introducing false EUR and false EUR exchange rates (Q1581549) (← links)
- Multivariable nonlinear analysis of foreign exchange rates (Q1873903) (← links)
- Line structures in recurrence plots (Q2478706) (← links)
- Towards a nonlinear trading strategy for financial time series (Q2497571) (← links)
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
- Pattern analysis of the nonparametric kernel regression method in foreign exchange markets (Q2917901) (← links)
- Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method (Q3375402) (← links)
- Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (Q4676856) (← links)
- RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. (Q5704656) (← links)
- Detecting Intraday Periodicities with Application to High Frequency Exchange Rates (Q5757826) (← links)
