Market-crash forecasting based on the dynamics of the alpha-stable distribution

  1. Molina-Muñoz, J.
  2. Mora-Valencia, A.
  3. Perote, J.
Revista:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Any de publicació: 2020

Volum: 557

Tipus: Article

DOI: 10.1016/J.PHYSA.2020.124876 GOOGLE SCHOLAR lock_openAccés obert editor

Objectius de Desenvolupament Sostenible