Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index-Reference-Cited by-同舟云学术

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Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index

Published:2008-09 Issue:21 Volume:387 Page:5211-5218
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Mu Guo-Hua,Zhou Wei-Xing

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference32 articles.

1. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2000

2. Theory of Financial Risks: From Statistical Physics to Risk Management;Bouchaud,2000

3. Why Stock Markets Crash: Critical Events in Complex Financial Systems;Sornette,2003

4. Extreme Financial Risks: From Dependence to Risk Management;Malevergne,2006

5. A Guide to Econophysics;Zhou,2007

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