The better turbulence index? Forecasting adverse financial markets regimes with persistent homology
Crossref DOI link: https://doi.org/10.1007/s11408-020-00377-x
Published Online: 2021-02-10
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Baitinger, Eduard
Flegel, Samuel
Text and Data Mining valid from 2021-02-10
Version of Record valid from 2021-02-10
Article History
Accepted: 15 December 2020
First Online: 10 February 2021