Modelling financial time series using reflections of copulas.

Jozef Komorník Magda Komorníková

Published in: Kybernetika (2013)

Keyphrases

financial time series
stock market
financial time series forecasting
turning points
financial data
non stationary
stock exchange
stock price
stock returns
exchange rate
multivariate time series
probabilistic model
state space
co occurrence
intrusion detection