Time reversal invariance in finance (Q3645195): 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 @@
+W3125621989
@@ Property / OpenAlex ID: W3125621989 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4022
@@ Property / arXiv ID: 0708.4022 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Testing time reversibility without moment restrictions
+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 @@
+Time reversibility tests of volume-volatility dynamics for stock returns
+Normal rank
@@ Property / cites work @@
+Heterogeneous volatility cascade in financial markets
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3645195