Estimating noise in financial time series

In this article presented method of estimating noise level in financial time series.

Bibliographic Details
Main Authors: E.A. Demekhin, M.S. Diudin, E.N. Kalaidin
Format: Article
Language:Russian
Published: Academic Publishing House Researcher 2011-05-01
Series:Evropejskij Issledovatelʹ
Subjects:
Online Access:http://www.erjournal.ru/journals_n/1309441340.pdf