Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Anna M. Kazaryan"'
Publikováno v:
Компьютерные исследования и моделирование, Vol 4, Iss 3, Pp 631-638 (2012)
The paper estimates the recurrence rate of stock indicies SP100, CAC40, DAX, FTSE, AMEX, ATX, NASDAQ, BEL20. The introduced qunatitative measure of the recurrence rate underlies type I and type II errors. We show that more than three quarters of the
Externí odkaz:
https://doaj.org/article/5a59d0015891426da67890f1baf99a2b
Publikováno v:
Компьютерные исследования и моделирование, Vol 4, Iss 3, Pp 631-638 (2012)
The paper estimates the recurrence rate of stock indicies SP100, CAC40, DAX, FTSE, AMEX, ATX, NASDAQ, BEL20. The introduced qunatitative measure of the recurrence rate underlies type I and type II errors. We show that more than three quarters of the