Characteristics of 2020 stock market crash: The COVID-19 induced extreme event-Reference-Cited by-同舟云学术

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Characteristics of 2020 stock market crash: The COVID-19 induced extreme event

Published:2021-05 Issue:5 Volume:31 Page:053115
ISSN:1054-1500
Container-title:Chaos: An Interdisciplinary Journal of Nonlinear Science
language:en
Short-container-title:Chaos

Author:

Mahata Ajit¹^ORCID,Rai Anish¹^ORCID,Nurujjaman Md.¹^ORCID,Prakash Om²,Prasad Bal Debi³

Affiliation:

1. Department of Physics, National Institute of Technology Sikkim, Ravangla, Sikkim 737139, India

2. Department of Mathematics, National Institute of Technology Sikkim, Ravangla, Sikkim 737139, India

3. Department of Economics, School of Social Sciences and Humanities, Birla Global University, Bhubaneswar, Odisha 751029, India

Publisher

AIP Publishing

Subject

Applied Mathematics,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics

Link

https://aip.scitation.org/doi/pdf/10.1063/5.0046704

Reference37 articles.

1. Oceanic Rogue Waves

2. Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method

3. Rogue Wave Observation in a Water Wave Tank

4. Deterministic Optical Rogue Waves

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