Pages that link to "Item:Q3645195"

The following pages link to Time reversal invariance in finance (Q3645195):

Displaying 10 items.

• The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
• Classifying of welding time series based on multi-scale time irreversibility analysis and extreme learning machine (Q2122972) (← links)
• Characterizing heteroskedasticity (Q2866366) (← links)
• Quadratic Hawkes processes for financial prices (Q4555068) (← links)
• Testing the causality of Hawkes processes with time reversal (Q4964526) (← links)
• The market nanostructure origin of asset price time reversal asymmetry (Q4991075) (← links)
• The Zumbach effect under rough Heston (Q5121491) (← links)
• The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew (Q5872885) (← links)
• Scale dependencies and self-similar models with wavelet scattering spectra (Q6657431) (← links)
• Path shadowing Monte Carlo (Q6657695) (← links)