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Keywords: Terrorist attacks
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Journal Articles
Journal:
Journal of Financial Crime
Journal of Financial Crime (2017) 24 (4): 704–711.
Published: 02 October 2017
... a commonplace. Originality/value This paper applies mean reverting stochastic processes to terror incidents and brings out interesting results. Stock returns Mean reverting stochastic processes Terrorist attacks C02 G10 G14 To account for Cases 1 and 2, some tests are developed...
