Volatility fingerprints of large shocks: Endogenous versus exogenous

Book chapter

Didier Sornette, Yannick Malevergne and Daniel Muzyka

Application of Econophysics, Proceedings of the second Nikkei symposium on econophysics

Springer

01/01/2004

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Title: Volatility fingerprints of large shocks
Creators: Didier Sornette (Author)
Yannick Malevergne (Author)
Daniel Muzyka (Author)
Contributors: H. Takayasu (Editor)
Creators - without role: Didier Sornette
Yannick Malevergne
Daniel Muzyka
Contributors - without role: H. Takayasu
Publication Details: Application of Econophysics, Proceedings of the second Nikkei symposium on econophysics
Publisher: Springer; Tokyo
Identifiers: 9917488809453
Academic Unit: emlyon business school
Language: English
Resource Type: Book chapter
Local Fields: 90777