The correlation dimension of returns with stochastic volatility
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Publication:4647595
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- A test for independence based on the correlation dimension
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- Entropy and predictability of stock market returns.
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- Measuring the strangeness of strange attractors
- Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
- Stochastic volatility as a simple generator of apparent financial power laws and long memory
- The reconstruction theorem for endomorphisms
- Turbulence in financial markets: the surprising explanatory power of simple cascade models
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(6)- scientific article; zbMATH DE number 5726501 (Why is no real title available?)
- Correlated squared returns
- The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs
- Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments
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