Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic model of financial markets reproducing scaling and memory in volatility return intervals |
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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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