Extreme volatility risk dynamic diffusion in financial market based on a new VEBN framework
Jiang-Cheng Li; Chen Tao; Yi-Zhen Xu; Guang-Yan Zhong
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Physica A: Statistical Mechanics and its Applications
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.physa.2025.131058
The original publisher provides the full text and its access options.
Cite this source
Jiang-Cheng Li; Chen Tao; Yi-Zhen Xu; Guang-Yan Zhong. Extreme volatility risk dynamic diffusion in financial market based on a new VEBN framework. Physica A: Statistical Mechanics and its Applications. 2025-12. https://doi.org/10.1016/j.physa.2025.131058