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N°14-48: Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns, V. Filimonov and D. Sornette, 2014.
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N°14-48: Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns, V. Filimonov and D. Sornette, 2014.
Autor
D. Sornette
,
V. Filimonov
Kategorie
Working Papers
Link
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2468195