Author:
Erdős Péter,Li Youwei,Liu Ruipeng,Mende Alexander
Subject
Economics and Econometrics,Finance
Reference46 articles.
1. Value and momentum everywhere;Asness;Journal of Finance,2013
2. Statistical physics in foreign exchange currency and stock markets;Ausloos;Physica A: Statistical Mechanics and its Applications,2000
3. Statistics of extremes: Theory and applications;Beirlant,2006
4. A theory of fads, fashion, custom, and cultural change as informational cascades;Bikhchandani;Journal of Political Economy,1992
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献