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...
Main Author: | |
---|---|
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 |