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

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

ISSN: 0378-4371

Année de publication: 2020

Volumen: 557

Type: Article

DOI: 10.1016/J.PHYSA.2020.124876 GOOGLE SCHOLAR lock_openAccès ouvert editor
La source de données: Scopus