An empirical data analysis of “price runs” in daily financial indices: Dynamically assessing market geometric distributional behavior

In financial time series there are time periods in which market indices values or assets prices increase or decrease monotonically. We call those events “price runs”, “elementary uninterrupted trends” or just “uninterrupted trends”. In this paper we study the distribution of the duration of uninterr...

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Detalles Bibliográficos
Autores principales: Olivares-Sánchez, Héctor Raúl, Rodríguez-Martínez, Carlos Manuel, Coronel-Brizio, Héctor Francisco, Scalas, Enrico, Seligman, Thomas Henry, Hernández-Montoya, Alejandro Raúl
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9262240/
https://www.ncbi.nlm.nih.gov/pubmed/35797336
http://dx.doi.org/10.1371/journal.pone.0270492

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9262240/
https://www.ncbi.nlm.nih.gov/pubmed/35797336
http://dx.doi.org/10.1371/journal.pone.0270492

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