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Volumn 68, Issue 1, 2003, Pages 5-

Power-law relaxation in a complex system: Omori law after a financial market crash

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Indexed keywords


EID: 84865082686     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.68.016119     Document Type: Article
Times cited : (6)

References (21)
  • 11
    • 85035196713 scopus 로고    scopus 로고
    • P.H. Cootner, The Random Character of Stock Market Prices (MIT Press, Cambridge, MA, 1964)
    • P.H. Cootner, The Random Character of Stock Market Prices (MIT Press, Cambridge, MA, 1964).
  • 13
    • 84890656542 scopus 로고    scopus 로고
    • J.Y. Campbell, A.W. Lo, and A.C. MacKinlay, The Econometrics of Financial Markets (Princeton University Press, Princeton, 1997)
    • J.Y. Campbell, A.W. Lo, and A.C. MacKinlay, The Econometrics of Financial Markets (Princeton University Press, Princeton, 1997).
  • 15
    • 85035235518 scopus 로고    scopus 로고
    • P. Embrechts, C. Klüppelberg and T. Mikosch, Modeling Extremal Events for Insurance and Finance (Springer-Verlag, Berlin, 1997)
    • P. Embrechts, C. Klüppelberg and T. Mikosch, Modeling Extremal Events for Insurance and Finance (Springer-Verlag, Berlin, 1997).


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.