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K2K test of nonlinear dependencies
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SYSNO 0319743 Title K2K test of nonlinear dependencies Title K2K test nelineárních závislostí Author(s) Briatka, Ľ. (SK)
Kočenda, Evžen (NHU-C) RIDIssue data 2005 Int.Code K2K Test 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. Owner Name Univerzita Karlova v Praze, Centrum pro ekonomický výzkum a doktorské studium Document Type Software Grant LC542 GA MŠMT - Ministry of Education, Youth and Sports (MEYS) CEZ MSM0021620846 - NHU-C Language eng Country CZ Keywords correlation integral * chaos * software * nonlinear dynamics * high-frequency economic and financial data * Monte Carlo Permanent Link http://hdl.handle.net/11104/0168819
Number of the records: 1