Irregularity, volatility, risk, and financial market time series
From MaRDI portal
Publication:5460848
DOI10.1073/pnas.0405168101zbMath1064.91061WikidataQ24564668 ScholiaQ24564668MaRDI QIDQ5460848
Publication date: 19 July 2005
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.0405168101
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
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