Synchrony in Broadband Fluctuation and the 2008 Financial Crisis
نویسندگان
چکیده
منابع مشابه
Synchrony in Broadband Fluctuation and the 2008 Financial Crisis
We propose phase-like characteristics in scale-free broadband processes and consider fluctuation synchrony based on the temporal signature of significant amplitude fluctuation. Using wavelet transform, successful captures of similar fluctuation pattern between such broadband processes are demonstrated. The application to the financial data leading to the 2008 financial crisis reveals the transi...
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ژورنال
عنوان ژورنال: PLoS ONE
سال: 2013
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0077254