Frustration driven stock market dynamics: Leverage effect and asymmetry
Research output: Contribution to journal › Journal article › Research › peer-review
Stochastic processes; Inverse statistics; Gain-loss asymmetry; Leverage
Udgivelsesdato: May 1
Udgivelsesdato: May 1
| Original language | English |
|---|---|
| Journal | Physica A: Statistical Mechanics and its Applications |
| Volume | 383 |
| Issue number | 1 |
| Pages (from-to) | 1-4 |
| Number of pages | 4 |
| ISSN | 0378-4371 |
| DOIs | |
| Publication status | Published - 2007 |
ID: 9723125