Stock market crashes are outliers
- 1 February 1998
- journal article
- research article
- Published by Springer Nature in Zeitschrift für Physik B Condensed Matter
- Vol. 1 (2) , 141-143
- https://doi.org/10.1007/s100510050163
Abstract
No abstract availableAll Related Versions
This publication has 2 references indexed in Scilit:
- Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamicsRicerche Economiche, 1993
- ON THE CORRELATION STRUCTURE FOR THE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC PROCESSJournal of Time Series Analysis, 1988