FINANCIAL AND OTHER SPATIO-TEMPORAL TIME SERIES: LONG-RANGE CORRELATIONS AND SPECTRAL PROPERTIES

DOI10.1142/S0129183105008230zbMath1078.62089MaRDI QIDQ3368601

No author found.

Publication date: 31 January 2006

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

zbMATH Keywords

GARCHcoupled map latticefinancial time seriesspatio temporal data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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Cites Work

• Unnamed Item
• Pattern dynamics in spatiotemporal chaos. Pattern selection, diffusion of defect and pattern competition intermittency
• Prediction in dynamic models with time-dependent conditional variances
• Generalized autoregressive conditional heteroscedasticity
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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