Frustration driven stock market dynamics: Leverage effect and asymmetry

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Stochastic processes; Inverse statistics; Gain-loss asymmetry; Leverage
Udgivelsesdato: May 1
OriginalsprogEngelsk
TidsskriftPhysica A: Statistical Mechanics and its Applications
Vol/bind383
Udgave nummer1
Sider (fra-til)1-4
Antal sider4
ISSN0378-4371
DOI
StatusUdgivet - 2007

ID: 9723125