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Nov
16
awarded  Nice Question
Sep
21
awarded  Supporter
Sep
6
comment Literature on generating synthetic time series for testing
Thanks for the answer. I was actually hoping there would be a way of manipulating the market data that I have in a deterministic way (such as, say, taking the first difference between consecutive values and swapping these around) rather than extracting statistical information about the time series e.g. autocorrelation and then generating a new random variables etc. to get a new time series.
Sep
5
awarded  Student
Sep
5
asked Literature on generating synthetic time series for testing