Modeling the dynamics of a financial index after a crash
Fabrizio Lillo and Rosario N. Mantegna
| Year of publication: |
2004
|
|---|---|
| Authors: | Lillo, Fabrizio ; Mantegna, Rosario N. |
| Published in: |
The complex dynamics of economic interaction : essays in economics and econophysics. - Berlin : Springer, ISBN 3-540-40497-X. - 2004, p. 143-151
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Finanzkrise | Financial crisis | Simulation | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002415038