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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...
| Autores principales: | , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2022
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| Materias: | |
| 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 |