Modeling the dynamics of a financial index after a crash
Year of publication: |
2004
|
---|---|
Authors: | Lillo, Fabrizio ; Mantegna, Rosario N. |
Published in: |
The complex dynamics of economic interaction : essays in economics and econophysics. - Berlin : Springer, ISBN 3-540-40497-X. - 2004, p. 143-151
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Finanzkrise | Financial crisis | Simulation | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Welt | World |
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