Back to Results
First PageMeta Content
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

Document Date: 2013-02-19 01:57:55

Open Document

File Size: 596,22 KB

Share Result on Facebook

Company

Procter & Gamble / Accenture / /

Country

United States / Greece / /

Currency

USD / cent / /

/

Facility

Economics Federal University of Santa Catarina Florianopolis SC / stable pdfs. / stable pdf. / /

IndustryTerm

finance literature / power-law decay / inverse cubic law / power law / power-law pattern / inverse cubic power law / /

MarketIndex

S&P 500 / Bovespa / DJIA / Dow 30 / /

Organization

Securities and Exchange Commission / Economics Federal University / /

Person

Joao Mazzeu / Sergio Da Silva / Thiago Otuki / /

Position

trader / /

Technology

flash / pdf / /

URL

http /

SocialTag