Analysis of the Lehman Brothers collapse and the Flash Crash event by applying wavelets methodologies
Beccar-Varela, Maria P., Mariani, Maria C., Tweneboah, Osei K., Florescu, IonutVolume:
474
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.01.064
Date:
May, 2017
File:
PDF, 782 KB
english, 2017