An empirical data analysis of “price runs” in daily financial indices: dynamically assessing market geometric distributional behavior

HIGHLIGHTS

• who: Hu00e9ctor Rau00fal Olivares-Su00e1nchez and colleagues from the of Astrophysics, Radboud University, Nijmegen, The Netherlands, Instituto de have published the article: An empirical data analysis of u201cprice runsu201d in daily financial indices: Dynamically assessing market geometric distributional behavior, in the Journal: PLOS ONE of 26/08/2021
• what: The authors study the distribution of the duration of uninterrupted trends for the daily indices DJIA NASDAQ IPC and Nikkei 225 during the period of time from 10/30/1978 to 08/07/2020 and the authors compare the simple statistical model with p = 12 consistent . . .
  

   

  

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