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IT and Computing Science

Publications

A cointegration approach for generating synthetic prices of High Frequency Time Series

Publicaciones

A cointegration approach for generating synthetic prices of High Frequency Time Series

Research areas:

Informática y Computación

Year:

2011

Type of Publication:

Technical Report

Authors:

  • A. Cañete
  • C. Fernández
  • Luis Salinas
  • O. Orellana
  • Paola Arce
  • R. León
  • R. Plaza

Note:

Tercer Congreso de Matemática Aplicada. Computacional e Industrial MACI Mayo 2011 Bahía Blanca, Argentina.

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