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

Ryszard Szupiluk, Piotr Wojewnik, Tomasz Zabkowski (2011)

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

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-02

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  dblp key:
  - conf/kesamsta/SzupilukWZ11
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  - https://dblp.org/rec/conf/kesamsta/SzupilukWZ11
Ryszard Szupiluk, Piotr Wojewnik, Tomasz Zabkowski:
Multistage Covariance Approach to Measure the Randomness in Financial Time Series Analysis. KES-AMSTA 2011: 610-619

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