Heterogeneous volatility cascade in financial markets (Q5942417): Difference between revisions
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| Property / arXiv ID: cond-mat/0105162 / rank | |||
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| Property / cites work: OPERATORS ON INHOMOGENEOUS TIME SERIES / rank | |||
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Latest revision as of 19:33, 3 June 2024
scientific article; zbMATH DE number 1638751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneous volatility cascade in financial markets |
scientific article; zbMATH DE number 1638751 |
Statements
Heterogeneous volatility cascade in financial markets (English)
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29 August 2001
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response function
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ARCH-type model
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characteristic memory
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