Pages that link to "Item:Q4647598"
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The following pages link to Volatility processes and volatility forecast with long memory (Q4647598):
Displayed 5 items.
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- Market heterogeneities and the causal structure of volatility (Q4647275) (← links)
- The Zumbach effect under rough Heston (Q5121491) (← links)
- Турбулентность и модель мультипликативного каскада волатильности (Q5141845) (← links)
- Stochastic regularization for the mean-variance allocation scheme (Q5234343) (← links)