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dc.contributor.authorSchnurr, Alexander-
dc.date.accessioned2012-07-05T09:29:19Z-
dc.date.available2012-07-05T09:29:19Z-
dc.date.issued2012-07-05-
dc.identifier.urihttp://hdl.handle.net/2003/29496-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-4847-
dc.description.abstractWe 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.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;24/2012en
dc.subjecteconometricsen
dc.subjectleverage effecten
dc.subjectmodel free data explorationen
dc.subjectordinal patternsen
dc.subjectstationarityen
dc.subjectVIXen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleAn ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time seriesen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

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