Pages that link to "Item:Q5942417"
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The following pages link to Heterogeneous volatility cascade in financial markets (Q5942417):
Displayed 16 items.
- The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696) (← links)
- Flexible HAR model for realized volatility (Q2697034) (← links)
- Characterizing heteroskedasticity (Q2866366) (← links)
- Volatility forecasts and at-the-money implied volatility: a multi-component ARCH approach and its relation to market models (Q2994857) (← links)
- Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) (← links)
- BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE (Q3502982) (← links)
- Volatility conditional on price trends (Q3564812) (← links)
- Time reversal invariance in finance (Q3645195) (← links)
- Quadratic Hawkes processes for financial prices (Q4555068) (← links)
- The skewed multifractal random walk with applications to option smiles (Q4646792) (← links)
- Market heterogeneities and the causal structure of volatility (Q4647275) (← links)
- Volatility processes and volatility forecast with long memory (Q4647598) (← links)
- The market nanostructure origin of asset price time reversal asymmetry (Q4991075) (← links)
- The Zumbach effect under rough Heston (Q5121491) (← links)
- The EWMA Heston model (Q6101022) (← links)
- GANs training: A game and stochastic control approach (Q6196295) (← links)