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Ahmed BenSaïda
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Abstract
Rights: ALLOWED · cc-by · Source: journal-auto-sync:CROSSREF_ISSN
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crossref
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doaj
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Noisy chaos in intraday financial data: Evidence from the American index
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Improving forecasting accuracy of the S&P 500 intra-day price direction using both wavelet low and high frequency coefficients
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Nonlinearity in high-frequency stock returns: Evidence from the Athens stock exchange
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Testing for chaos in deterministic systems with noise
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Are financial markets stochastic: A test for noisy chaos
2012
Mersenne twister: a 623-dimensionally equidistributed uniform pseudorandom number generator
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US inflation dynamics on long-range data
10.1080/00036846.2015.1019039 · 2015
No additional external references are available.