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Stochastic resonance of periodic volatility in financial markets with stock crashes
Zhou, Ruo-Wei, Zhong, Guang-Yan, Li, Jiang-Cheng, Li, Yun-Xian, He, FengLanguage:
english
Journal:
Modern Physics Letters B
DOI:
10.1142/S0217984918502901
Date:
August, 2018
File:
PDF, 1.43 MB
english, 2018