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Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns

Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns

AuthorD. Sornette, V. Filimonov
JournalChaos, Solitons & Fractals
Date1 Jan. 2015
CategoryAcademic Publications
Volumevol. 74, pp 27-45

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