| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060770 | Economics Letters | 2012 | 4 Pages |
Abstract
⺠Aftershocks and foreshocks are well described by a power law. ⺠Foreshocks' decay rate is slower than Aftershocks' decay rate. ⺠Relaxation exponent increases with threshold level. ⺠Exponent varies significantly suggesting that volatility shocks do not share a common behavior. ⺠The speed of decay for the aftershock sequences is in line with previous findings.
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Authors
Fotios M. Siokis,