M PRA Munich Personal RePEc Archive The canonical econophysics approach to the flash crash of May 6, 2010 Joao Mazzeu and Thiago Otuki and Sergio Da Silva

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Date: 2013-02-19 01:57:55 Autoregressive conditional heteroskedasticity Econometrics Time series analysis Exponentials Normal distribution Stable distribution Volatility Lévy distribution Power law Statistics Probability theory Mathematical finance		M PRA Munich Personal RePEc Archive The canonical econophysics approach to the flash crash of May 6, 2010 Joao Mazzeu and Thiago Otuki and Sergio Da Silva Add to Reading List Source URL: mpra.ub.uni-muenchen.de Download Document from Source Website File Size: 596,22 KB Share Document on Facebook

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