A top–bottom price approach to understanding financial fluctuations
Year of publication: |
2012
|
---|---|
Authors: | Rivera-Castro, Miguel A. ; Miranda, José G.V. ; Borges, Ernesto P. ; Cajueiro, Daniel O. ; Andrade, Roberto F.S. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 4, p. 1489-1496
|
Publisher: |
Elsevier |
Subject: | Switching point | Return interval | Waiting time | Smoothing kernel |
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