Amplification and asymmetry in crashes and frenzies
Year of publication: |
2008
|
---|---|
Authors: | Ozsoylev, Han |
Published in: |
Annals of Finance. - Springer. - Vol. 4.2008, 2, p. 157-181
|
Publisher: |
Springer |
Subject: | Amplification | Asymmetry | Crash | Frenzy | Hedging | Portfolio insurance |
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