Pages that link to "Item:Q4646478"
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The following pages link to On a universal mechanism for long-range volatility correlations (Q4646478):
Displaying 9 items.
- An introduction to statistical finance (Q699524) (← links)
- Inter-pattern speculation: beyond minority, majority and \$-games (Q844569) (← links)
- Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461) (← links)
- Volatility clustering in agent based market models (Q1873924) (← links)
- Scale invariance and criticality in financial markets (Q1873925) (← links)
- Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201) (← links)
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
- The cavity method for minority games between arbitrageurs on financial markets (Q5078668) (← links)
- Microscopic models for long ranged volatility correlations (Q5947863) (← links)
