Characterizing abrupt changes in the stock prices using a wavelet decomposition method
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference18 articles.
1. DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
2. Can one make any crash prediction in finance using the local Hurst exponent idea?
3. Characterization of large price variations in financial markets
4. Finite-time singularity in the dynamics of the world population, economic and financial indices
5. Optimal investment horizons for stocks and markets
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