A new indicator of imminent occurrence of drawdown in the stock market
Year of publication: |
2009
|
---|---|
Authors: | Caetano, Marco Antonio Leonel ; Yoneyama, Takashi |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 388.2009, 17, p. 3563-3571
|
Publisher: |
Elsevier |
Subject: | Drawdown | Crashes | Stock market | Wavelets | Indices |
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