Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets
نویسندگان
چکیده
†School of Business and Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China ‡Department of Physics and Center for Polymer Studies, Boston University, Boston, MA 02215, USA §Grupo de Física da Matéria Condensada, Núcleo de Ciências Exatas, Universidade Federal de Alagoas, Campus Arapiraca, 57309-005 Arapiraca, AL, Brazil ¶Faculty of School Engineering, University of Rijeka, 51000 Rijeka, Croatia ∥Zagreb School of Economics and Management, 10000 Zagreb, Croatia
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