Level crossing analysis of the stock markets
Please note that Internet Explorer version 8. Please refer to this blog post for more information. The level crossing and inverse statistics analysis of DAX and oil price time series are given.
We show that by using the level crossing analysis one can estimate how the DAX and oil time series will develop.
We carry out the same analysis for the increments of DAX and oil price log-returns which is known as inverse statisticsand provide the distribution of waiting times to observe some level for the increments. Journals Books Register Sign in Sign in using your ScienceDirect credentials Username. Forgotten level crossing analysis of the stock markets or password?
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JavaScript is disabled on your browser. Please enable JavaScript to use all the features on this page. Statistical Mechanics and its Applications VolumeIssues 1—2ile zarabiają na forexie JanuaryPages The level crossing and inverse statistic analysis of German stock market index DAX and level crossing analysis of the stock markets oil price time series.
[physics/] Level Crossing Analysis of the Stock Markets
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Level crossing analysis of the stock markets
Click to expose these in author workspace c. Click to expose these in author workspace a Department of Physics, Sharif University of Technology, P. Abstract The level crossing and inverse statistics analysis of DAX and oil price time series are given.
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