Measuring the stability of a dynamic system: The case of the stock market turmoil 2007-2008
Year of publication: |
2010
|
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Authors: | Bask, Mikael ; Widerberg, Anna |
Publisher: |
Uppsala : Uppsala University, Department of Economics |
Subject: | Marktrisiko | Finanzkrise | Messung | Volatilität | Aktienmarkt | USA | Dow Jones | Financial Crisis | Lyapunov Exponents | Market Risk | Potential Market Risk | Stability | Volatility |
Series: | Working Paper ; 2010:25 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 643403779 [GVK] hdl:10419/82571 [Handle] RePEc:hhs:uunewp:2010_025 [RePEc] |
Source: |
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Measuring the Stability of a Dynamic System: The Case of the Stock Market Turmoil 2007-2008
Bask, Mikael, (2010)
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