An empirical data analysis of “price runs” in daily financial indices: Dynamically assessing market geometric distributional behavior
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DOI: 10.1371/journal.pone.0270492
Abstract: 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… read more here.
Keywords: time; price runs; empirical data; market ... See more keywords