Time-clustering behavior of sharp fluctuation sequences in Chinese stock markets
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DOI: 10.1016/j.chaos.2012.02.020
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- Yuan, Ying & Zhuang, Xin-tian & Liu, Zhi-ying & Huang, Wei-qiang, 2014. "Analysis of the temporal properties of price shock sequences in crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 235-246.
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