The geometry of crashes. A measure of the dynamics of stock market crises

Author: Araújo Tanya   Louçã Francisco  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.7, Iss.1, 2007-02, pp. : 63-74

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract