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An example of a misclassification problem applied to Australian equity data

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  • Bertram, William K.
  • Peiris, M. Shelton

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  • Bertram, William K. & Peiris, M. Shelton, 2007. "An example of a misclassification problem applied to Australian equity data," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3627-3630, May.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:8:p:3627-3630
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    References listed on IDEAS

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    1. Granger, Clive W. J. & Terasvirta, Timo, 1999. "A simple nonlinear time series model with misleading linear properties," Economics Letters, Elsevier, vol. 62(2), pages 161-165, February.
    2. Bertram, William K, 2004. "An empirical investigation of Australian Stock Exchange data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 341(C), pages 533-546.
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