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

By Kousik Guhathakurta, B. Bhattacharya, A. Chowdhury. 2010

62 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/238c93a8c2656ebaf87f71f228921e7d23e20579