A multiscale view on inverse statistics and gain/loss asymmetry in financial time series
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Standard
A multiscale view on inverse statistics and gain/loss asymmetry in financial time series. / Siven, Johannes; Lins, Jeffrey; Hansen, Jonas Lundbek.
I: Journal of Statistical Mechanics: Theory and Experiment, 2009.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Siven, J, Lins, J & Hansen, JL 2009, 'A multiscale view on inverse statistics and gain/loss asymmetry in financial time series', Journal of Statistical Mechanics: Theory and Experiment.
APA
Siven, J., Lins, J., & Hansen, J. L. (2009). A multiscale view on inverse statistics and gain/loss asymmetry in financial time series. Journal of Statistical Mechanics: Theory and Experiment.
Vancouver
Siven J, Lins J, Hansen JL. A multiscale view on inverse statistics and gain/loss asymmetry in financial time series. Journal of Statistical Mechanics: Theory and Experiment. 2009.
Author
Bibtex
@article{267068a0b50111df825b000ea68e967b,
title = "A multiscale view on inverse statistics and gain/loss asymmetry in financial time series",
author = "Johannes Siven and Jeffrey Lins and Hansen, {Jonas Lundbek}",
year = "2009",
language = "English",
journal = "Journal of Statistical Mechanics: Theory and Experiment",
issn = "1742-5468",
publisher = "Institute of Physics Publishing Ltd",
}
RIS
TY - JOUR
T1 - A multiscale view on inverse statistics and gain/loss asymmetry in financial time series
AU - Siven, Johannes
AU - Lins, Jeffrey
AU - Hansen, Jonas Lundbek
PY - 2009
Y1 - 2009
M3 - Journal article
JO - Journal of Statistical Mechanics: Theory and Experiment
JF - Journal of Statistical Mechanics: Theory and Experiment
SN - 1742-5468
ER -
ID: 21700499