AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (Q4502825)
From MaRDI portal
scientific article; zbMATH DE number 1505306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS |
scientific article; zbMATH DE number 1505306 |
Statements
AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (English)
0 references
4 January 2001
0 references
Stock Market models
0 references
Volatility clustering
0 references
Complex systems
0 references
