The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035)

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scientific article; zbMATH DE number 1941971
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The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability
scientific article; zbMATH DE number 1941971

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    The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (English)
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    2003
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    market stability
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    liquidity
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    Greeks
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    moving frame
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