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Accounting for outliers and calendar effects in surrogate simulations of stock return sequences

, и . Physica A: Statistical Mechanics and its Applications, 368 (2): 522--530 (15.08.2006)

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Red Noise Estimation.. Int. J. Bifurc. Chaos, 16 (7): 2111-2117 (2006)Accounting for outliers and calendar effects in surrogate simulations of stock return sequences, и . Physica A: Statistical Mechanics and its Applications, 368 (2): 522--530 (15.08.2006)