A multiscale view on inverse statistics and gain/loss asymmetry in financial time series

Johannes Siven, Jeffrey Lins, Jonas Lundbek Hansen

6 Citations (Scopus)

Original language	English
Journal	Journal of Statistical Mechanics: Theory and Experiment
ISSN	1742-5468
Publication status	Published - 2009

Cite this

@article{267068a0b50111df825b000ea68e967b,

title = "A multiscale view on inverse statistics and gain/loss asymmetry in financial time series",

author = "Johannes Siven and Jeffrey Lins and Hansen, {Jonas Lundbek}",

year = "2009",

language = "English",

journal = "Journal of Statistical Mechanics: Theory and Experiment",

issn = "1742-5468",

publisher = "Institute of Physics Publishing Ltd",

}