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Volatility-induced trend breaking: Unmasking weak cyclical signals in financial markets via stochastic resonance

Year: 2026

Type: article

Source: International Journal of Financial Engineering

DOI: 10.1142/s2424786326500350

Author: Quoc Lap Nguyen

Institutions: Vietnam National University Ho Chi Minh City, University of Economics and Law

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

Funder: Trường Đại học Kinh tế - Luật, Đại học Quốc gia Thành phố Hồ Chí Minh

OpenAlex ID: W7164885786

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Cites: 21

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