Work

Characterization of large price variations in financial markets

Year: 2002

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/s0378-4371(02)01843-5

Author: Anders Johansen

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3098029648

FWCI: 5.696

Cites: 27

Cited by: 64

Related to: 10