Probability of large movements in financial markets
Year of publication: |
2009
|
---|---|
Authors: | Kitt, Robert ; Säkki, Maksim ; Kalda, Jaan |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 388.2009, 23, p. 4838-4844
|
Publisher: |
Elsevier |
Subject: | Econophysics | Multi-scaling | Low-variability periods |
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