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Universal Behavior of Extreme Price Movements in Stock Markets
Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using a large collection of data from three different stock marke...
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| Hlavní autoři: | , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Public Library of Science
2009
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| Témata: | |
| On-line přístup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2793428/ https://ncbi.nlm.nih.gov/pubmed/20041178 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0008243 |
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