Extreme return, extreme volatility and investor sentiment
From MaRDI portal
Publication:5279665
DOI10.2298/FIL1615949GzbMath1461.91299MaRDI QIDQ5279665
Bin Pan, Zhifang He, Jia Yang, Xu Gong, Feng-Hua Wen, Xiao-guang Yang
Publication date: 19 July 2017
Published in: Filomat (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G15: Financial markets
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