{"paper":{"title":"The level crossing and inverse statistic analysis of German stock market index (DAX) and daily oil price time series","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["physics.data-an"],"primary_cat":"q-fin.ST","authors_text":"F. Shayeganfar, J. Peinke, M. Holling, M. Reza Rahimi Tabar","submitted_at":"2010-01-25T12:12:45Z","abstract_excerpt":"The level crossing and inverse statistics analysis of DAX and oil price time series are given. We determine the average frequency of positive-slope crossings, $\\nu_{\\alpha}^+$, where $T_{\\alpha} =1/\\nu_{\\alpha}^+ $ is the average waiting time for observing the level $\\alpha$ again. We estimate the probability $P(K, \\alpha)$, which provides us the probability of observing $K$ times of the level $\\alpha$ with positive slope, in time scale $T_{\\alpha}$. For analyzed time series we found that maximum $K$ is about 6. We show that by using the level crossing analysis one can estimate how the DAX and"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1001.4401","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}