A multiscale view on inverse statistics and gain/loss asymmetry in financial time series
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- Raul Donangelo & Mogens H. Jensen & Ingve Simonsen & Kim Sneppen, 2006. "Synchronization Model for Stock Market Asymmetry," Papers physics/0604137, arXiv.org, revised Aug 2006.
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Cited by:
- Johannes Vitalis Siven & Jeffrey Todd Lins, 2009. "Temporal structure and gain/loss asymmetry for real and artificial stock indices," Papers 0907.0554, arXiv.org.
- Andrea Giuseppe Di Iura & Giulia Terenzi, 2021. "A Bayesian analysis of gain-loss asymmetry," Papers 2104.06044, arXiv.org.
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