Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951)
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scientific article; zbMATH DE number 6978480
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| English | Stochastic model of financial markets reproducing scaling and memory in volatility return intervals |
scientific article; zbMATH DE number 6978480 |
Statements
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (English)
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13 November 2018
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volatility
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return intervals
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agent-based modeling
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financial markets
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scaling behavior
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0.7799769639968872
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0.7781782150268555
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0.7714514136314392
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0.7679988741874695
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