Pages that link to "Item:Q1782966"

The following pages link to The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966):

Displaying 8 items.

• The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696) (← links)
• Crises and collective socio-economic phenomena: simple models and challenges (Q1953112) (← links)
• Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272) (← links)
• First-passage time statistics on surfaces of general shape: surface PDE solvers using generalized moving least squares (GMLS) (Q2135252) (← links)
• Quadratic Hawkes processes for financial prices (Q4555068) (← links)
• The market nanostructure origin of asset price time reversal asymmetry (Q4991075) (← links)
• The Zumbach effect under rough Heston (Q5121491) (← links)
• The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew (Q5872885) (← links)