Power-law behaviour in time durations between extreme returns

  1. Reboredo, J.C.
  2. Rivera-Castro, M.A.
  3. Machado de Assis, E.
Journal:
Quantitative Finance

ISSN: 1469-7696,  1469-7688

Year of publication: 2014

Volume: 14

Issue: 12

Pages: 2171-2183

Type: Article

DOI: 10.1080/14697688.2013.822538 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus