On a universal mechanism for long-range volatility correlations (Q4646478): Difference between revisions
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Revision as of 12:32, 28 January 2024
scientific article; zbMATH DE number 7001024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a universal mechanism for long-range volatility correlations |
scientific article; zbMATH DE number 7001024 |
Statements
On a universal mechanism for long-range volatility correlations (English)
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14 January 2019
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long-range volatility correlations
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financial markets
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random-walk-like processes
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minority game model
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