A model for the dynamic behavior of financial assets affected by news: the case of Tohoku-Kanto earthquake
From MaRDI portal
Publication:691938
DOI10.1016/j.physleta.2011.08.043zbMath1252.91050MaRDI 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
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
93D15: Stabilization of systems by feedback
91B24: Microeconomic theory (price theory and economic markets)
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