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Irreversibility of financial time series: A graph-theoretical approach · Study

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ArticleIrreversibility of financial time series: A graph-theoretical approach

Ryan Flanagan2016

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Articlegreen2016

Irreversibility of financial time series: A graph-theoretical approach

Ryan Flanagan · Lucas Lacasa

106 citations·0/0 files stored·Physics Letters A

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Complex Systems and Time Series Analysis Time Series Analysis and Forecasting Statistical Mechanics and Entropy

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References

2000An Introduction to Econophysics: Correlations and Complexity in Finance 2008From time series to complex networks: The visibility graph 2009Horizontal visibility graphs: Exact results for random time series 2004Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 2009The visibility graph: A new method for estimating the Hurst exponent of fractional Brownian motion 2008A multifractal approach for stock market inefficiency 2003Scaling behaviors in differently developed markets

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2021Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions

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Year2016

Typearticle

Published2016-03-10

VenuePhysics Letters A

ISSN-L0375-9601

Languageen

Citations106

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physleta.2016.03.011

openalex_workW2963225319

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