Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns

Title
Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns
Authors
Keywords
-
Journal
CHAOS SOLITONS & FRACTALS
Volume 74, Issue -, Pages 27-45
Publisher
Elsevier BV
Online
2014-12-31
DOI
10.1016/j.chaos.2014.12.002

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