Quantifying and understanding the economics of large financial movements
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Publication:844583
DOI10.1016/j.jedc.2007.01.031zbMath1181.91342OpenAlexW2098054174MaRDI QIDQ844583
Parameswaran Gopikrishnan, Vasiliki Plerou, Xavier Gabaix, H. Eugene Stanley
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.01.031
Statistical methods; risk measures (91G70) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Social and behavioral sciences: general topics (91C99) Actuarial science and mathematical finance (91G99)
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