The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability
| Year of publication: |
2003
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|---|---|
| Authors: | Barucci, Emilio ; Malliavin, Paul ; Mancino, Maria Elvira ; Ren`o, Roberto ; Thalmaier, Anton |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 13.2003, 1, p. 17-36
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