Characterization of large price variations in financial markets
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Publication:1873951
DOI10.1016/S0378-4371(02)01843-5zbMath1072.91559arXivcond-mat/0210574MaRDI QIDQ1873951
Publication date: 21 May 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0210574
91B24: Microeconomic theory (price theory and economic markets)
91B82: Statistical methods; economic indices and measures
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Cites Work