Volatility conditional on price trends (Q3564812): Difference between revisions

@@ Property / author @@
-Gilles Zumbach
@@ Property / author: Gilles Zumbach / rank @@
-Normal rank
@@ Property / author @@
+Gilles Zumbach
@@ Property / author: Gilles Zumbach / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2082133377
@@ Property / OpenAlex ID: W2082133377 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+cond-mat/0501699
@@ Property / arXiv ID: cond-mat/0501699 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Modelling the persistence of conditional variances
+Normal rank
@@ Property / cites work @@
+Heterogeneous volatility cascade in financial markets
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3564812