Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns
Filimonov, Vladimir, Sornette, DidierVolume:
74
Language:
english
Journal:
Chaos, Solitons & Fractals
DOI:
10.1016/j.chaos.2014.12.002
Date:
May, 2015
File:
PDF, 2.63 MB
english, 2015