"Multistage Covariance Approach to Measure the Randomness in Financial Time ..."

Ryszard Szupiluk, Piotr Wojewnik, Tomasz S. Zabkowski (2011)

> Home

Details and statistics

DOI: 10.1007/978-3-642-22000-5_63

access: closed

type: Conference or Workshop Paper

metadata version: 2024-08-15

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/kesamsta/SzupilukWZ11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/kesamsta/SzupilukWZ11
Ryszard Szupiluk, Piotr Wojewnik, Tomasz S. Zabkowski:
Multistage Covariance Approach to Measure the Randomness in Financial Time Series Analysis. KES-AMSTA 2011: 610-619

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.