Characteristics of the transmission of autoregressive sub-patterns in financial time series

There are many types of autoregressive patterns in financial time series, and they form a transmission process. Here, we define autoregressive patterns quantitatively through an econometrical regression model. We present a computational algorithm that sets the autoregressive patterns as nodes and tr...

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Detalles Bibliográficos
Autores principales: Gao, Xiangyun, An, Haizhong, Fang, Wei, Huang, Xuan, Li, Huajiao, Zhong, Weiqiong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2014
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4155334/
https://www.ncbi.nlm.nih.gov/pubmed/25189200
http://dx.doi.org/10.1038/srep06290

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4155334/
https://www.ncbi.nlm.nih.gov/pubmed/25189200
http://dx.doi.org/10.1038/srep06290

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