A note on shuffled financial surrogates
type: Item
instance of: scholarly article
title: A note on shuffled financial surrogates
zbMATH Open document ID: 1106.91329
DOI: 10.1016/S0895-7177(03)90004-5
published in: Mathematical and Computer Modelling
publication date: 2004-08-06T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 2082715
zbMATH Keywords: Calendar effects
zbMATH Keywords: Shuffled surrogate data
zbMATH Keywords: Financial time series
author: Alexandros Leontitsis
describes a project that uses: bootstrap
MaRDI profile type: Publication
cites work: Coarse-grained embeddings of time series: Random walks, Gaussian random processes, and deterministic chaos
cites work: MEASURING THE PREDICTABILITY OF NOISY RECURRENT TIME SERIES
cites work: Testing for nonlinearity in time series: the method of surrogate data
cites work: Q4318617
description: scientific article; zbMATH DE number 2082715