Exploració per autor "Meseguer Florit, Xavier"
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Dragon-Kings in financial data - study at different time scales -
Meseguer Florit, Xavier (Universitat Politècnica de Catalunya, 2010-01-27)
Projecte/Treball Final de Carrera
Accés obertDrawdowns (loss fromthe last local maximum to the next local minimum) o er a more natural measure of the financial market dynamics than fixed time-scale measures. We study the presence of Dragon Kings corresponding to ...