Heterogeneous volatility cascade in financial markets (Q5942417)
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scientific article; zbMATH DE number 1638751
Language | Label | Description | Also known as |
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English | Heterogeneous volatility cascade in financial markets |
scientific article; zbMATH DE number 1638751 |
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Heterogeneous volatility cascade in financial markets (English)
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29 August 2001
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response function
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ARCH-type model
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characteristic memory
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