Two-fractal overlap time series: Earthquakes and market crashes
نویسندگان
چکیده
منابع مشابه
Time series of stock price and of two fractal overlap: Anticipating market crashes?
Capturing dynamical patterns of stock prices are major challenges both epistemologically as well as financially [1]. The statistical properties of their (time) variations or fluctuations [1] are now well studied and characterized (with established fractal properties), but are not very useful for studying and anticipating their dynamics in the market. Noting that a single fractal gives essential...
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ژورنال
عنوان ژورنال: Pramana
سال: 2008
ISSN: 0304-4289,0973-7111
DOI: 10.1007/s12043-008-0154-5