Significance of log-periodic signatures in cumulative noise
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Publication:4647283
DOI10.1088/1469-7688/3/5/303zbMath1408.62154arXivcond-mat/0302507MaRDI QIDQ4647283
Hans-Christian Graf von Bothmer
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0302507
62P20: Applications of statistics to economics
62M15: Inference from stochastic processes and spectral analysis