The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035): Difference between revisions

@@ Property / author @@
-Emilio Basrucci
@@ Property / author: Emilio Basrucci / rank @@
-Normal rank
@@ Property / author @@
+Emilio Basrucci
@@ Property / author: Emilio Basrucci / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2000732021
@@ Property / OpenAlex ID: W2000732021 / rank @@
+Normal rank
@@ Property / cites work @@
+On measuring volatility of diffusion processes with high frequency data
+Normal rank
@@ Property / cites work @@
+Non perturbative construction of invariant measure through confinement by curvature
+Normal rank
@@ Property / cites work @@
+Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
+Normal rank
@@ Property / cites work @@
+Market Volatility and Feedback Effects from Dynamic Hedging
+Normal rank
@@ Property / cites work @@
+Complete Models with Stochastic Volatility
@@ Property / cites work: Complete Models with Stochastic Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Fourier series method for measurement of multivariate volatilities
+Normal rank
@@ Property / cites work @@
+On Feedback Effects from Hedging Derivatives
@@ Property / cites work: On Feedback Effects from Hedging Derivatives / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4409035