LINEAR AND NONLINEAR ASSOCIATION MEASURES WITH INTRADAY/HIGH FREQUENCY DATA FOR ALL IBOVESPA STOCKS

Autor: Paulo Sergio Ceretta, Alexander Block, Alexandre Silva da Costa

Publikováno v: Revista Eletrônica de Estratégia & Negócios; v. 8, n. 3 (2015); 171-186
Revista Eletrônica de Estratégia & Negócios; v. 8 n. 3 (2015); 171-186
Revista Eletrônica de Estratégia e Negócios
Universidade do Sul de SC (UNISUL)
instacron:UNISUL

In this paper we analyze three types of association measurements, the coefficient of determination, the multidimensional association and the maximal information coefficient, the first linear, and the other two nonlinear. We utilize 10 minutes intrada

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::89b4104dc50b9cf8d80fc1b4d2963eae
http://www.portaldeperiodicos.unisul.br/index.php/EeN/article/view/2796