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The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets
Hossein Hassani, Andreia Dionisio, Mansoureh GhodsiVolume:
11
Year:
2010
Language:
english
Pages:
11
DOI:
10.1016/j.nonrwa.2009.01.004
File:
PDF, 688 KB
english, 2010