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Physical Review Letters

Volumn 87, Issue 22, 2001, Pages

Leverage effect in financial markets: The retarded volatility model

(3) Bouchaud, J P a Matacz, A a Potters, M a

a SERVICE DE PHYSIQUE DE L ETAT CONDENSÉ (France)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; ECONOMIC AND SOCIAL EFFECTS; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; RANDOM PROCESSES; SALES;

AMPLIFICATION PHENOMENON; LEVERAGE EFFECT; RETARDED VOLATILITY MODEL; STOCKS; VOLATILITY VOLATILITY CORRELATION;

MARKETING;

EID: 37649027602 PISSN: 00319007 EISSN: None Source Type: Journal
DOI: None Document Type: Article

Times cited : (234)

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