Collective synchronization and high frequency systemic instabilities in financial markets
Lucio Maria Calcagnile, Giacomo Bormetti, Michele Treccani, Stefano Marmi and Fabrizio Lillo
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Calcagnile, Lucio Maria ; Bormetti, Giacomo ; Treccani, Michele ; Marmi, Stefano ; Lillo, Fabrizio |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 2, p. 237-247
|
| Subject: | Systemic risk | Hawkes processes | Flash Crash | Macroeconomic news | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Börsenkurs | Share price | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Systemrisiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1403141 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011905911