Setting NYSE Circuit Breaker Triggers
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- Jansen, Dennis W & de Vries, Casper G, 1991.
"On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective,"
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- G. J. Santoni & Tung Liu, 1993. "Circuit breakers and stock market volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(3), pages 261-277, 05.
- Ghose, Devajyoti & Kroner, Kenneth F., 1995. "The relationship between GARCH and symmetric stable processes: Finding the source of fat tails in financial data," Journal of Empirical Finance, Elsevier, vol. 2(3), pages 225-251, September.
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