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

Research output: Contribution to journal › Journal article › Research › peer-review

  • Johannes Siven
  • Jeffrey Lins
  • Jonas Lundbek Hansen
Original languageEnglish
JournalJournal of Statistical Mechanics: Theory and Experiment
ISSN1742-5468
Publication statusPublished - 2009

ID: 21700499