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Clustering of volatility as a multiscale phenomenon
Home
Publications
Clustering of volatility as a multiscale phenomenon
Clustering of volatility as a multiscale phenomenon
M. Pasquini
M. Pasquini
M. Serva
M. Serva
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1 June 2000
journal article
Published by
Springer Science and Business Media LLC
in
Zeitschrift für Physik B Condensed Matter
Vol. 16
(1)
,
195-201
https://doi.org/10.1007/s100510070265
Abstract
No abstract available
Keywords
INDEXATION
FINANCIAL MARKET
STOCHASTIC PROCESS
PROBABILITY THEORY
POWER LAW
Other Versions
Version 2, 1999-03-22, preprints
Cited by 38 articles