A Multi-Level Lorentzian Analysis of the Basic Structures of the Daily DJIA

Frank W. K. Firk

Papers from arXiv.org

Abstract: A quantitative analysis of the basic components of the daily DJIA. The parameters of the underlying Lorentzian states are obtained by fitting the data. Statistical properties of the states are discussed. This is a practical development of the general method introduced in arXiv:1203.6021.

Date: 2012-04
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