most citedModified Holder Exponents Approach to Prediction of the USA Stock Market Critical Points and Crashes

1 citations · 1 across the 1 of their papers we have counts for

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1 paper

q-fin.ST2008★ 1 cited

Modified Holder Exponents Approach to Prediction of the USA Stock Market Critical Points and Crashes

Yu. A Kuperin, R. R. Schastlivtsev

The paper is devoted to elaboration of a novel specific indicator based on the modified Holder exponents. This indicator has been used for forecasting critical points of financial…