Detecting switching points using asymmetric detrended fluctuation analysis
Year of publication: |
2012
|
---|---|
Authors: | Rivera-Castro, Miguel A. ; Miranda, José G.V. ; Cajueiro, Daniel O. ; Andrade, Roberto F.S. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 1, p. 170-179
|
Publisher: |
Elsevier |
Subject: | Switching points | Asymmetric fluctuations | Local detrended analysis | Financial series |
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