Work

Using recurrence plot analysis to distinguish between endogenous and exogenous stock market crashes

Year: 2010

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2009.12.061

Authors: Kousik Guhathakurta, Basabi Bhattacharya, A. Roy Chowdhury

Institutions: Indian Army, Jadavpur University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1982289595

FWCI: 10.33

Cites: 25

Cited by: 55

Related to: 10