Analysis of the Lehman Brothers collapse and the Flash...

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, Ionut
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Volume:
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
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