Identification of financial bubbles and crisis is a topic of major concern since it is important to prevent collapses … differential entropy based method using wavelet-based surrogates. We exploit the concept of recurrence plots to study the stock … financial bubbles, which have significantly impacted economic upheavals in the past few decades. …

Identification of financial bubbles and crisis is a topic of major concern since it is important to prevent collapses … differential entropy based method using wavelet-based surrogates. We exploit the concept of recurrence plots to study the stock … financial bubbles, which have significantly impacted economic upheavals in the past few decades. …

Identification of financial bubbles and crisis is a topic of major concern since it is important to prevent collapses … differential entropy based method using wavelet-based surrogates. We exploit the concept of recurrence plots to study the stock … financial bubbles, which have significantly impacted economic upheavals in the past few decades. …

wavelet-based surrogates. A complex Morlet wavelet is employed to detect and characterize the US business cycle. A …

With the emergence of the chaos theory and the method of surrogates data, nonlinear approaches employed in analysing … used in the DVV analysis are obtain via differential entropy based method using wavelet-based surrogates. A comprehensive …

With the emergence of the chaos theory and the method of surrogates data, nonlinear approaches employed in analysing … used in the DVV analysis are obtain via differential entropy based method using wavelet-based surrogates. A comprehensive …

time series analysis methods such as power spectral density analysis, phase space reconstruction and test of surrogates …