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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Autor principal: Ferraro, Marta Beatriz
Otros Autores: Furman, N., Liu, Y., Mariani, C., Rial, D.
Formato: Capítulo de libro
Lenguaje:Inglés
Publicado: 2006
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Acceso en línea:Registro en Scopus
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