The price discovery model based on waveform similarity of sequence with data statistics (Q2815824)
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scientific article; zbMATH DE number 6599972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The price discovery model based on waveform similarity of sequence with data statistics |
scientific article; zbMATH DE number 6599972 |
Statements
30 June 2016
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price discovery model
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cointegration test
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Granger causality test
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VECM
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impulse responses function
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variance decomposition
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data statistics
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The price discovery model based on waveform similarity of sequence with data statistics (English)
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