Evidence of log-periodicity in corporate bond spreads
| Year of publication: |
2004
|
|---|---|
| Authors: | Clark, Andrew |
| Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 338.2004, 3, p. 585-595
|
| Publisher: |
Elsevier |
| Subject: | Scaling laws | Log-periodic oscillations | Market microstructure | Bivariate spectral analysis | Surrogate data analysis |