Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies
type: Item
instance of: scholarly article
title: Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies
zbMATH Open document ID: 1400.91672
author: M. P. Beccar Varela
author: Osei K. Tweneboah
author: Ionut Florescu
author: Maria C. Mariani
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6979116
zbMATH Keywords: wavelets methodology
zbMATH Keywords: high frequency financial data
zbMATH Keywords: Lehman Brothers collapse
zbMATH Keywords: flash crash event
describes a project that uses: astsa
MaRDI profile type: Publication
full work available at URL: j.physa.2017.01.064
OpenAlex ID: W2571794480
cites work: Detecting market crashes by analysing long-memory effects using high-frequency data
cites work: Use of wavelets techniques to discriminate between explosions and natural earthquakes
cites work: Q4306889
cites work: Stochastic differential equations applied to the study of geophysical and financial time series
DOI: 10.1016/J.PHYSA.2017.01.064
description: scientific article; zbMATH DE number 6979116