• 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 obert
      Drawdowns (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 ...