Microscopic models for long ranged volatility correlations (Q5947863)
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scientific article; zbMATH DE number 1666229
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Microscopic models for long ranged volatility correlations |
scientific article; zbMATH DE number 1666229 |
Statements
Microscopic models for long ranged volatility correlations (English)
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23 October 2001
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financial markets
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random-walk like processes
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minority game model
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0.9345492720603944
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0.7820356488227844
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0.7679821848869324
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0.7520913481712341
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0.7505959868431091
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