Understanding the determinants of volatility clustering in terms of stationary Markovian processes (Q1619870)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding the determinants of volatility clustering in terms of stationary Markovian processes |
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Understanding the determinants of volatility clustering in terms of stationary Markovian processes (English)
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13 November 2018
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volatility
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econophysics
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long-range correlation
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stochastic processes
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first passage time
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