Table of Contents
Journal of Chaos
Volume 2014 (2014), Article ID 346743, 8 pages
http://dx.doi.org/10.1155/2014/346743
Research Article

Transport Catastrophe Analysis as an Alternative to a Monofractal Description: Theory and Application to Financial Crisis Time Series

1Faculty of Physics, Moscow State University of M. V. Lomonosov, Leninskie Gory, Moscow 119991, Russia
2Analytics Division, IFC Markets Corp., 145-157 St. John Street, London EC1V 4PY, UK

Received 25 May 2014; Revised 3 August 2014; Accepted 18 August 2014; Published 14 September 2014

Academic Editor: Norbert Marwan

Copyright © 2014 Sergey A. Kamenshchikov. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Sergey A. Kamenshchikov, “Transport Catastrophe Analysis as an Alternative to a Monofractal Description: Theory and Application to Financial Crisis Time Series,” Journal of Chaos, vol. 2014, Article ID 346743, 8 pages, 2014. doi:10.1155/2014/346743