Multiscale behaviour of volatility autocorrelations in a financial market (Q1606375)
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scientific article
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| English | Multiscale behaviour of volatility autocorrelations in a financial market |
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Multiscale behaviour of volatility autocorrelations in a financial market (English)
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1 September 2002
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scaling analysis
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volatility correlations
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multiscale behaviour
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0.8220310211181641
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0.7739443182945251
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0.7713183760643005
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0.7685124278068542
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