Stock market crashes are outliers

A. Johansen and D. Sornette

The European Physical Journal B: Condensed Matter and Complex Systems, 1998, vol. 1, issue 2, 141-143

Keywords: PACS. 01.75.+mScience and society[:AND:]02.50.-rProbability theory; stochastic processes; and statistics - 89.90.+nOther areas of general interest to physicists (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (47)

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DOI: 10.1007/s100510050163

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