Multiscaled Cross-Correlation Dynamics in Financial Time-Series.

Thomas Conlon Heather J. Ruskin Martin Crane

Published in: Adv. Complex Syst. (2009)

Keyphrases

cross correlation
financial time series
stock market
financial time series forecasting
frequency domain
template matching
non stationary
turning points
financial data
mutual information
exchange rate
stock exchange
stock price
multivariate time series
computational complexity
knowledge discovery