Synchrony in broadband fluctuation and the 2008 financial crisis.

We propose phase-like characteristics in scale-free broadband processes and consider fluctuation synchrony based on the temporal signature of significant amplitude fluctuation. Using wavelet transform, successful captures of similar fluctuation pattern between such broadband processes are demonstrat...

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Bibliographic Details
Main Author: Der Chyan Lin
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2013-01-01
Series:PLoS ONE
Online Access:http://europepmc.org/articles/PMC3810396?pdf=render