Stochastic resonance of drawdown risk in energy market prices
Dong, Yang, Wen, Shu-hui, Hu, Xiao-bing, Li, Jiang-ChengVolume:
540
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.123098
Date:
February, 2020
File:
PDF, 917 KB
english, 2020