The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966)

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The fine-structure of volatility feedback. I: Multi-scale self-reflexivity
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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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