A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1674859 |
Changed an Item |
||
| Property / author | |||
| Property / author: Tiziana Di Matteo / rank | |||
Normal rank | |||
Revision as of 06:49, 29 February 2024
scientific article; zbMATH DE number 7110450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering |
scientific article; zbMATH DE number 7110450 |
Statements
A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (English)
0 references
26 September 2019
0 references
econophysics
0 references
empirical finance
0 references
volatility clustering
0 references
clustering
0 references
multi factor models
0 references
dimensionality reduction
0 references
