Basket

0319743 - NHU-C 2009 RIV CZ eng L4 - Software
Briatka, Ľ. - Kočenda, Evžen
K2K test of nonlinear dependencies.
[K2K test nelineárních závislostí.]
Internal code: K2K Test ; 2005
Technical parameters: Software testovaci procedury K2K zalozene na principu korelacniho integralu na detekci nelinarnich vzoru ve vysokofrekvencnich datech doplneny o kriticke hodnoty pro velikosti souboru 500, 1000 a 2500 pozorovani.

R&D Projects: GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : correlation integral * chaos * software * nonlinear dynamics * high-frequency economic and financial data * Monte Carlo
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0168819