Volatility Fingerprints of Large Shocks: Endogenous Versus Exogenous

The Application of Econophysics ◽

10.1007/978-4-431-53947-6_12 ◽

2004 ◽

pp. 91-102 ◽

Cited By ~ 5

Author(s):

D. Sornette ◽

Y. Malevergne ◽

J.-F. Muzy

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