Conditional entropy and randomness in financial time series

By London M.D.   Evans A.K.   Turner M.J.  

Quantitative Finance, Vol. 1, Iss. 4, 2001-04 ,pp. : 414-426

Routledge Ltd

Access to resources Recommend Favorite

Dynamic local models for segmentation and prediction of financial time series

By Azzouzi Mehdi   Nabney Ian T.  

The European Journal of Finance, Vol. 7, Iss. 4, 2001-12 ,pp. : 289-311

Routledge Ltd

Access to resources Recommend Favorite

Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series

By Biely Christoly   Thurner Stefan  

Quantitative Finance, Vol. 8, Iss. 7, 2008-10 ,pp. : 705-722

Routledge Ltd

Access to resources Recommend Favorite

Cycles, determinism and persistence in agent-based games and financial time-series: part I

By Satinover J. B.   Sornette D.  

Quantitative Finance, Vol. 12, Iss. 7, 2012-07 ,pp. : 1051-1064

Routledge Ltd

Access to resources Recommend Favorite

Stop-losses, maximum drawdown-at-risk and replicating financial time series with the stationary bootstrap

By James Jessica   Yang Louis  

Quantitative Finance, Vol. 10, Iss. 1, 2010-01 ,pp. : 1-12

Routledge Ltd

Access to resources Recommend Favorite