A note on shuffled financial surrogates

DOI10.1016/S0895-7177(03)90004-5zbMath1106.91329MaRDI QIDQ597440

Alexandros Leontitsis

Publication date: 6 August 2004

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

Calendar effectsFinancial time seriesShuffled surrogate data

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (3)

Quantifying complexity of financial short-term time series by composite multiscale entropy measure ⋮ Multivariate multiscale entropy of financial markets ⋮ RED NOISE ESTIMATION

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Testing for nonlinearity in time series: the method of surrogate data
• Coarse-grained embeddings of time series: Random walks, Gaussian random processes, and deterministic chaos
• MEASURING THE PREDICTABILITY OF NOISY RECURRENT TIME SERIES

This page was built for publication: A note on shuffled financial surrogates