Intermittency, long-memory and financial returns (Q3400724)
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scientific article; zbMATH DE number 5666927
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| default for all languages | No label defined |
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| English | Intermittency, long-memory and financial returns |
scientific article; zbMATH DE number 5666927 |
Statements
5 February 2010
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chaotic intermittency map
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volatility clustering
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simulation
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absolute return
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0.7830392718315125
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0.713928759098053
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0.712921142578125
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0.712921142578125
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