Simultaneity and non-linear variability in financial markets: simulation and forecasting (Q3439769): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1002/asmb.632 / rank | |||
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| Property / OpenAlex ID: W2111430999 / rank | |||
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| Property / cites work: Introduction to Econophysics / rank | |||
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| Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank | |||
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| Property / cites work: Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models / rank | |||
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| Property / cites work: Forecasting volatility / rank | |||
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Latest revision as of 20:13, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneity and non-linear variability in financial markets: simulation and forecasting |
scientific article |
Statements
Simultaneity and non-linear variability in financial markets: simulation and forecasting (English)
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29 May 2007
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simultaneity
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nonlinear variability
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exchange rates
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financial markets
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fractality
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simulation
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forecasting
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