Characteristics of the transmission of autoregressive sub-patterns in financial time series
Crossref DOI link: https://doi.org/10.1038/srep06290
Published Online: 2014-09-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gao, Xiangyun
An, Haizhong
Fang, Wei
Huang, Xuan
Li, Huajiao
Zhong, Weiqiong
Text and Data Mining valid from 2014-09-05
Version of Record valid from 2014-09-05
Article History
Received: 30 April 2014
Accepted: 15 August 2014
First Online: 5 September 2014
Competing interests
: The authors declare no competing financial interests.