Phase Distribution and Phase Correlation of Financial Time Series
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KeywordsPhase Distribution; High Frequency Data; Scaling Analysis; Levy Distribution; Stock Market; Frequency Variant;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-12-14 (All new papers)
- NEP-ETS-2005-12-14 (Econometric Time Series)
- NEP-RMG-2005-12-14 (Risk Management)
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