Statistical properties of information flow in financial time series
| dc.creator | Eom, Cheoljun | |
| dc.creator | Kwon, Okyu | |
| dc.creator | Jung, Woo-Sung | |
| dc.date | 2008-11-04 | |
| dc.date | 2009-05-15 | |
| dc.date.accessioned | 2026-07-07T13:14:47Z | |
| dc.date.available | 2026-07-07T13:14:47Z | |
| dc.description | This paper has been withdrawn by the authors. | |
| dc.description | This paper has been withdrawn by the authors | |
| dc.identifier | https://arxiv.org/abs/0811.0448 | |
| dc.identifier | http://arxiv.org/abs/0811.0448 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/230284 | |
| dc.subject | Statistical Finance | |
| dc.subject | Data Analysis, Statistics and Probability | |
| dc.subject | Physics and Society | |
| dc.title | Statistical properties of information flow in financial time series | |
| dc.type | text |