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- W3125305874 abstract "Prices of commodities or assets produce what is called time-series. Different kinds of financial time-series have been recorded and studied for decades. Nowadays, all transactions on a financial market are recorded, leading to a huge amount of data available, either for free in the Internet or commercially. Financial time-series analysis is of great interest to practitioners as well as to theoreticians, for making inferences and predictions. Furthermore, the stochastic uncertainties inherent in financial time-series and the theory needed to deal with them make the subject especially interesting not only to economists, but also to statisticians and physicists. While it would be a formidable task to make an exhaustive review on the topic, with this review we try to give a flavor of some of its aspects." @default.
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- W3125305874 date "2007-04-01" @default.
- W3125305874 modified "2023-09-27" @default.
- W3125305874 title "Financial time-series analysis: A brief overview" @default.
- W3125305874 hasPublicationYear "2007" @default.
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