An Analysis of the Repeated Financial Earthquakes

Since the seismic behavior of the earth’s energy (which follows from the power law distribution) can be similarly seen in the energy realized by the stock markets, in this paper we consider a statistical study for comparing the financial crises and the earthquakes. For this end, the TP statistic, pr...

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Bibliographic Details
Main Authors: Fateme Taleghani, Mahdi Salehi, Alireza Shakibaiee
Format: Article
Language:English
Published: Islamic Azad University of Arak 2019-07-01
Series:Advances in Mathematical Finance and Applications
Subjects:
Online Access:http://amfa.iau-arak.ac.ir/article_666738_602bc0d2c97f93aa84baa7e1e96955a4.pdf