Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash
Year of publication: |
2004-09-18
|
---|---|
Authors: | LOS, CORNELIS A. ; YALAMOVA, ROSSITSA M. |
Institutions: | EconWPA |
Subject: | Financial Markets | Persistence | Multi-Fractal Spectral Analysis | Wavelets |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf. Los, Cornelis A. and Yalamova, Rossitsa M., 'Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash' (July 2004). |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data |
Source: |
-
Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash
Los, Cornelis A., (2004)
-
Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash
Los, Cornelis A., (2008)
-
Baruník, Jozef, (2014)
- More ...
-
Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash
Los, Cornelis A., (2004)
-
Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash
Los, Cornelis A., (2008)
-
The Fed’s Consistent Monetary Policy: A Long Term Perspective
Los, Cornelis A., (2004)
- More ...