TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048)
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scientific article; zbMATH DE number 2149542
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? |
scientific article; zbMATH DE number 2149542 |
Statements
TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (English)
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30 March 2005
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Long memory
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stochastic volatility
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trading volume
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stochastic cascade
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multifractal
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0.9018493
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0.8972485
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0.8908494
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0.8873541
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0.8841138
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0.87877154
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0.8769969
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0.87394345
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