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The price-volatility feedback rate: An implementable mathematical indicator of market stability

Document Type

Journal

Author

Barucci, E; Malliavin, P; Mancino, ME; Reno, R; Thalmaier, A

Source

MATHEMATICAL FINANCE; JAN 2003, 13 1, p17-p35, 19p.

Subject

Language

English

ISSN

09601627

Online Access

EBSCOHost PDF Full Text (Wiley Journals) Full Text (Wiley-DB) Web of Science JCR 저널정보 Scopus Find it@PNU

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