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The dynamic power law model - MaRDI portal

The dynamic power law model (Q482073)

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scientific article; zbMATH DE number 6381856
Language Label Description Also known as
English
The dynamic power law model
scientific article; zbMATH DE number 6381856

    Statements

    title
    The dynamic power law model (English)
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    author
    Bryan Kelly
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    published in
    Extremes
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    publication date
    19 December 2014
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    zbMATH Keywords
    power law
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    finance
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    asset prices
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    crash
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    tail risk
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    cites work
    Q4343010
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    Q5829358
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    Q4328700
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    Q4869532
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91G70
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    62G32
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    zbMATH DE Number
    6381856
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    OpenAlex ID
    W3123281220
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