Power-law behaviour in time durations between extreme...

Quantitative Finance 2014 / 12 Vol. 14; Iss. 12

Power-law behaviour in time durations between extreme returns

Reboredo, Juan C., Rivera-Castro, Miguel A., Machado de Assis, Edilson
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Volume:
14
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2013.822538
Date:
December, 2014
File:
PDF, 1.63 MB
english, 2014
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