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 ; Renò, Roberto ; Thalmaier, Anton |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 13.2003, 1, p. 17-35
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005294268