Early warnings indicators of financial crises via auto regressive moving average models

Davide Faranda, Flavio Maria Emanuele Pons, Eugenio Giachino, Sandro Vaienti, Bérengère Dubrulle. Early warnings indicators of financial crises via auto regressive moving average models. Commun. Nonlinear Sci. Numer. Simul., 29(Issues):233-239, 2015. [doi]

Authors

Davide Faranda

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Flavio Maria Emanuele Pons

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Eugenio Giachino

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Sandro Vaienti

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Bérengère Dubrulle

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