The value of expected return persistence (Q6146134)
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scientific article; zbMATH DE number 7786165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The value of expected return persistence |
scientific article; zbMATH DE number 7786165 |
Statements
The value of expected return persistence (English)
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10 January 2024
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return persistence
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implied volatility
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fractal Brownian motion
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long range memory
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