A model for the dynamic behavior of financial assets affected by news: the case of Tohoku-Kanto earthquake
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Publication:691938
DOI10.1016/j.physleta.2011.08.043zbMath1252.91050OpenAlexW1976419375MaRDI QIDQ691938
Publication date: 4 December 2012
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physleta.2011.08.043
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Stabilization of systems by feedback (93D15) Microeconomic theory (price theory and economic markets) (91B24)
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