Level crossing analysis of the stock markets

DOI10.1088/1742-5468/2006/06/P06008zbMath1244.91071arXivphysics/0601205OpenAlexW2051872703MaRDI QIDQ2904235

M. Sadegh Movahed, Seyed Farhad Masoudi, M. Reza Rahimi Tabar, S. Mahdi Fazeli, Gholam Reza Jafari

Publication date: 12 August 2012

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0601205

zbMATH Keywords

stock marketscrossing analysis

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Generalized stochastic processes (60G20)

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