Rivera-Castro, Miguel A.; Miranda, José G.V.; Borges, … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 4, pp. 1489-1496
The presence of sequences of top and bottom (TB) events in financial series is investigated for the purpose of characterizing such switching points. They clearly mark a change in the trend of rising or falling prices of assets to the opposite tendency, are of crucial importance for the...