Very slowly decaying auto-correlations: application to volatility in financial markets (Q5453708)
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scientific article; zbMATH DE number 5257121
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| English | Very slowly decaying auto-correlations: application to volatility in financial markets |
scientific article; zbMATH DE number 5257121 |
Statements
3 April 2008
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autocorrelation
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log-returns
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power-law decay
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detrended data
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0.7685124278068542
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0.753442108631134
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0.7469190359115601
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0.7379447221755981
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0.7330935001373291
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