The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets.

Tools

Hassani, H., Dionisio, A. and Ghodsi, M., 2010. The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets. Nonlinear Analysis: Real World Applications, 11 (1), pp. 492-502.

Full text not available from this repository.

DOI: 10.1016/j.nonrwa.2009.01.004


Item Type:Article
ISSN:1468-1218
Subjects:Social Sciences > Finance and Financial Economics
Science > Mathematics
Group:Business School
ID Code:19787
Deposited By:Dr Hossein Hassani
Deposited On:04 Apr 2012 09:19
Last Modified:07 Mar 2013 15:54
Repository Staff Only -
BU Staff Only -
Help Guide - Editing Your Items in BURO