Non-linear forecasting in high-frequency financial time series
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DOI: 10.1016/j.physa.2005.01.047
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References listed on IDEAS
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- Strozzi, Fernanda & Zaldívar, José-Manuel & Zbilut, Joseph P., 2007. "Recurrence quantification analysis and state space divergence reconstruction for financial time series analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 487-499.
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Keywords
Econophysics; Non-linear dynamics; Exchange rates; Trading;All these keywords.
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