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Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
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Analysis of trade packages in the Chinese stock market
Ren, Fei
;
Zhou, Wei-Xing
- In:
Quantitative finance
13
(
2013
)
7
,
pp. 1071-1089
Persistent link: https://www.econbiz.de/10010141823
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