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- W3125674310 abstract "We take prior-to-crash market prices (NASDAQ, Dow Jones Industrial Average) as a signal, a function of time, we project these discrete values onto a vertical axis, thus obtaining a Cantordust. We study said cantordust with the tools of multifractal analysis, obtaining spectra by definition and by lagrangian coordinates. These spectra have properties that typify the prior-to-crash market situation. Any of these spectra entail elaborate processing of the raw signal data. With the unprocessed raw data we obtain an instability index, also with properties that typify the prior-to-crisis market situation. Both spectra and the instability index agree in characterizing such crashes, and in giving an early warning of them." @default.
- W3125674310 created "2021-02-01" @default.
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- W3125674310 date "2009-10-01" @default.
- W3125674310 modified "2023-09-27" @default.
- W3125674310 title "Multifractal analysis and instability index of prior-to-crash market situations" @default.
- W3125674310 hasPublicationYear "2009" @default.
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