A multiscale view on inverse statistics and gain/loss asymmetry in financial time series

Published 2009 View Full Article

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Title
A multiscale view on inverse statistics and gain/loss asymmetry in financial time series
Authors
Keywords
-
Journal
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
Volume 2009, Issue 02, Pages P02004
Publisher
IOP Publishing
Online
2009-02-03
DOI
10.1088/1742-5468/2009/02/p02004

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