Order patterns, their variation and change points in financial time series and Brownian motion
Crossref DOI link: https://doi.org/10.1007/s00362-020-01171-7
Published Online: 2020-03-20
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bandt, Christoph
Funding for this research was provided by:
Universität Greifswald
Text and Data Mining valid from 2020-03-20
Version of Record valid from 2020-03-20
Article History
Received: 21 October 2019
Revised: 11 March 2020
First Online: 20 March 2020