An analytical review of volatility metrics for bubbles and crashes
Year of publication: |
2015
|
---|---|
Authors: | Vogel, Harold L. ; Werner, Richard A. |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 38.2015, C, p. 15-28
|
Publisher: |
Elsevier |
Subject: | Bubbles | Crashes | Elasticity of variance | Extreme events line | Herding | Tranquility zone | Volatility |
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