Stochastic volatility as a simple generator of apparent financial power laws and long memory (Q4646514)
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scientific article; zbMATH DE number 7001069
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| default for all languages | No label defined |
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| English | Stochastic volatility as a simple generator of apparent financial power laws and long memory |
scientific article; zbMATH DE number 7001069 |
Statements
Stochastic volatility as a simple generator of apparent financial power laws and long memory (English)
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14 January 2019
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financial power laws
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stochastic volatility
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financial time series
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multi-fractal patterns
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0.822932779788971
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0.8050463795661926
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0.8034725785255432
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0.7940348982810974
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0.7914907336235046
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