The level crossing and inverse statistic analysis of German stock market index (DAX) and daily oil price time series

Physica A: Statistical Mechanics and its Applications

Volumn 391, Issue 1-2, 2012, Pages 209-216

  Shayeganfar, F ^a   Holling M ^b   Peinke, J ^b   Reza Rahimi Tabar, M ^a,c  

^a SHARIF UNIVERSITY OF TECHNOLOGY   (Iran)

^b UNIVERSITY OF OLDENBURG   (Germany)

^c UNIVERSITY OF OSNABRÜCK   (Germany)

Author keywords

Inverse statistics; Level crossing; Probability; Waiting time

Indexed keywords

CRUDE OIL PRICE; PROBABILITY; RAILROAD CROSSINGS; TIME SERIES;

AVERAGE FREQUENCY; AVERAGE WAITING-TIME; INVERSE STATISTICS; LEVEL CROSSING; PROBABILITY P; STOCK MARKET INDEX; TIME-SCALES; WAITING-TIME;

TIME SERIES ANALYSIS;

EID: 80054029962     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.07.037     Document Type: Article

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