On the maximum drawdown during speculative bubbles
Year of publication: |
2007
|
---|---|
Authors: | Rotundo, Giulia ; Navarra, Mauro |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 382.2007, 1, p. 235-246
|
Publisher: |
Elsevier |
Subject: | Risk measure | Drawdown | Speculative bubbles |
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