Disturbances and complexity in volatility time series (Q1694527): Difference between revisions

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+Finite-size effect and the components of multifractality in financial volatility
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+Exploring the dynamics of financial markets: from stock prices to strategy returns
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+Financial power laws: empirical evidence, models, and mechanisms
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+Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis
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+Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA
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+Dynamics of cluster structure in financial correlation matrix
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+Structure and dynamics of the global financial network
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+Network topology and interbank credit risk
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+Empirical analysis of structural change in credit default swap volatility
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+Complexity testing techniques for time series data: a comprehensive literature review
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+A Mathematical Theory of Communication
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+Generalized autoregressive conditional heteroscedasticity
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Testing for long-range dependence in world stock markets
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+On the Complexity of Finite Sequences
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+Use of Ranks in One-Criterion Variance Analysis
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