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