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Article Dans Une Revue The Journal of Risk Année : 2004

How to account for extreme co-movements between individual stocks and the market

Yannick Malevergne
Didier Sornette
  • Fonction : Auteur
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Dates et versions

hal-02312885 , version 1 (11-10-2019)

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  • HAL Id : hal-02312885 , version 1

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Yannick Malevergne, Didier Sornette. How to account for extreme co-movements between individual stocks and the market. The Journal of Risk, 2004, 6 (3), pp.71-116 P. ⟨hal-02312885⟩

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