Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7382705 | Physica A: Statistical Mechanics and its Applications | 2012 | 8 Pages |
Abstract
⺠By level crossing and inverse statistics analysis, one can estimate how DAX and oil price time series will develop. ⺠We determine the average frequency of positive slope crossing. ⺠The probability of observing K times of the level has been found.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
F. Shayeganfar, M. Hölling, J. Peinke, M. Reza Rahimi Tabar,