Volatility of volatility of financial markets
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Publication:1596909
DOI10.1016/S0895-7177(99)00048-5zbMATH Open0992.91039OpenAlexW3123702056MaRDI QIDQ1596909FDOQ1596909
Authors: Lester Ingber, John K. Wilson 
Publication date: 5 May 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0895-7177(99)00048-5
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Cites Work
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- The Mathematics of Financial Derivatives
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- Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading
- Statistical mechanics of nonlinear nonequilibrium financial markets
- Application of statistical mechanics methodology to term-structure bond- pricing models
Cited In (12)
- Is volatility lognormal? Evidence from Italian futures
- Stochastic Volatility: Origins and Overview
- Excess volatility and stochastic approach of interest rates in stock market
- Volatility models of currency futures in developed and emerging markets.
- Volatility occupation times
- Statistical mechanics of financial markets: exponential modifications to Black-Scholes.
- Time-to-Expiry Seasonalities in Eurofutures
- Title not available (Why is that?)
- An Overview of the Determinants of Financial Volatility: An Explanation of Measuring Techniques
- Volatility in financial markets: Stochastic models and empirical results
- Title not available (Why is that?)
- Financial markets with volatility uncertainty
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