Heterogeneous volatility cascade in financial markets (Q5942417)
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scientific article; zbMATH DE number 1638751
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Heterogeneous volatility cascade in financial markets |
scientific article; zbMATH DE number 1638751 |
Statements
Heterogeneous volatility cascade in financial markets (English)
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29 August 2001
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response function
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ARCH-type model
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characteristic memory
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0.9262901
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0.9139266
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0.90954745
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0.9023144
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0.8904629
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0.8894705
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0.87843555
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0.87833685
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