Lattice-oriented percolation system applied to volatility behavior of stock market (Q5126987)
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scientific article; zbMATH DE number 7263506
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| English | Lattice-oriented percolation system applied to volatility behavior of stock market |
scientific article; zbMATH DE number 7263506 |
Statements
Lattice-oriented percolation system applied to volatility behavior of stock market (English)
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21 October 2020
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statistical analysis
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lattice-oriented percolation
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computer simulation
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returns
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link relative price
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long memory
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long-range correlations
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0.7902395129203796
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0.7866703867912292
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0.7596703767776489
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0.7519688606262207
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0.7466186881065369
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