The level crossing analysis of the German stock index (DAX) and the daily oil price Series

September 26, 2010 under German stock market

The level crossing analysis of the DAX and the price of oil given time series. We determine the

average frequency positive slope, $ \ nu_ (\ alpha }^+$, where $ T_ (\ alpha) = 1 / \ nu_

(\ Alpha) ^ + $ is the average waiting time for observing the plane $ \ alpha $ again.
We estimate the probability $ P (K, \ alpha) $ gives us the probability

$ K $ times the level of $ \ alpha $ with a positive slope in the time scale $ T_ (\ alpha) $. To

time series analysis, we found that a maximum of $ K $ is around $ \ approx $ 6. We show that using

Analysis of the crossings can connect standard projections of oil and DAX series (-

rear) with good accuracy for the levels in the range $ -0.5 <\ alpha <0.5 $.

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A brief introduction to the German stock exchange

September 26, 2010 under German stock market

The entire German stock exchange is located in eight exchanges in various

Some parts of the country. All these markets are extremely strong and significantly

the global economy.

As the largest in Europe, the German economy third behind the United States and

Japan. The World Trade Organization said that Germany, the largest exporter of goods

worldwide, including exports to other countries in the euro area. Germany is one of

richest nations. In terms of purchasing power parity, Germany is in fifth place.

It is therefore not surprising that the German stock market is one of the most influential

determine the global equity markets, world trade.

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