The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fine-structure of volatility feedback. I: Multi-scale self-reflexivity |
scientific article |
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The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (English)
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20 September 2018
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volatility dynamics
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GARCH models
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endogenous feedback
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time reversal invariance
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stock markets
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