Statistical properties of information flow in financial time series
Statistical Finance
2009-05-15 v2 Data Analysis, Statistics and Probability
Physics and Society
Abstract
This paper has been withdrawn by the authors.
Cite
@article{arxiv.0811.0448,
title = {Statistical properties of information flow in financial time series},
author = {Cheoljun Eom and Okyu Kwon and Woo-Sung Jung},
journal= {arXiv preprint arXiv:0811.0448},
year = {2009}
}
Comments
This paper has been withdrawn by the authors