The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fine-structure of volatility feedback. I: Multi-scale self-reflexivity |
scientific article |
Statements
The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (English)
0 references
20 September 2018
0 references
volatility dynamics
0 references
GARCH models
0 references
endogenous feedback
0 references
time reversal invariance
0 references
stock markets
0 references
