The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966)
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scientific article; zbMATH DE number 6940101
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| English | The fine-structure of volatility feedback. I: Multi-scale self-reflexivity |
scientific article; zbMATH DE number 6940101 |
Statements
The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (English)
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20 September 2018
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volatility dynamics
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GARCH models
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endogenous feedback
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time reversal invariance
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stock markets
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0.7820904850959778
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0.7766504287719727
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0.7728376388549805
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0.7181351184844971
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