Dynamics of a financial market index after a crash
Year of publication: |
2004
|
---|---|
Authors: | Lillo, Fabrizio ; Mantegna, Rosario N |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 338.2004, 1, p. 125-134
|
Publisher: |
Elsevier |
Subject: | Econophysics | Financial markets | Crashes | Value at Risk |
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