Pages that link to "Item:Q3564812"
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The following pages link to Volatility conditional on price trends (Q3564812):
Displaying 6 items.
- Finite-time stabilizing a fractional-order chaotic financial system with market confidence (Q493961) (← links)
- The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
- Quadratic Hawkes processes for financial prices (Q4555068) (← links)
- The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew (Q5872885) (← links)
- On the universality of the volatility formation process: when machine learning and rough volatility agree (Q6549691) (← links)
- On the Guyon-Lekeufack volatility model (Q6619593) (← links)
