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Crash of '87 : was it expected? ; aggregrate market fears and long-range dependence
Gençay, Ramazan; Gradojevic, Nikola - In: Journal of empirical finance 17 (2010) 2, pp. 270-282
Persistent link: https://www.econbiz.de/10009271850
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Volatility cascades in cryptocurrency trading
Gradojevic, Nikola; Tsiakas, Ilias - In: Journal of empirical finance 62 (2021), pp. 252-265
Persistent link: https://www.econbiz.de/10012693424
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Crash of '87 — Was it expected?
Gençay, Ramazan; Gradojevic, Nikola - In: Journal of empirical finance 17 (2010) 2, pp. 270-283
Persistent link: https://www.econbiz.de/10008387157