Analysis of intermittence, scale invariance and characteristic scales in the behavior of major indices near a crash
This work is devoted to the study of the relation between intermittence and scale invariance. We find the conditions that a function in which both effects are present must satisfy, and we analyze the relation with characteristic scales. We present an efficient method that detects characteristic scal...
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| Otros Autores: | , , , |
| Formato: | Capítulo de libro |
| Lenguaje: | Inglés |
| Publicado: |
2006
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| Materias: | |
| Acceso en línea: | Registro en Scopus DOI Handle Registro en la Biblioteca Digital |
| Aporte de: | Registro referencial: Solicitar el recurso aquí |
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por Ferraro, Marta Beatriz, Furman, Nicolás Federico, Mariani, María Cristina, Rial, Diego Fernando
Publicado 2006
Publicado 2006