Title: fractal and contagion Post by: tilfani on August 30, 2016, 08:53:37 PM Hello, I'm TILFANI Oussama phd student in quntitative finance, from Morocco, i'm studying the fractal structure of financial market in the light of last financial crisis 2007-2008, i would like to thank you for the forum fractal, quality of exchange, topics choice... I want to study financial stability of the market (increasing volatility) the contagion from one market to another (from stock market to exchange market) from one country to another. At first i studied the multifractality of stock market shows that models based on Gaussian distribution fall down, but there some applications/approach to study contagion effect from one market/sector/country to another? If you have any idea on fractals application to model contagion or shock transmission in chemistry, physics or biology. |