|Title:||An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series|
|Abstract:||We introduce the concept of ordinal pattern dependence between time series and show in an explorative study that both types of this dependence show up in real world financial data.|
model free data exploration
|Appears in Collections:||Sonderforschungsbereich (SFB) 823|
Files in This Item:
|DP_2412_SFB823_Schnurr.pdf||DNB||145.44 kB||Adobe PDF||View/Open|
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