Pages that link to "Item:Q1606375"
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The following pages link to Multiscale behaviour of volatility autocorrelations in a financial market (Q1606375):
Displaying 17 items.
- Trading volume in financial markets: an introductory review (Q508275) (← links)
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- The origin of fat-tailed distributions in financial time series (Q1409108) (← links)
- Scaling properties of foreign exchange volatility (Q1588872) (← links)
- Trend and fractality assessment of Mexico's stock exchange (Q1733486) (← links)
- Characterization of autoregressive processes using entropic quantifiers (Q2149969) (← links)
- Competition with evolution in ecology and finance (Q2479057) (← links)
- MOVING AVERAGES AND PRICE DYNAMICS (Q3022065) (← links)
- FORECASTING SMOOTHED NON-STATIONARY TIME SERIES USING GENETIC ALGORITHMS (Q3499093) (← links)
- BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE (Q3502982) (← links)
- TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048) (← links)
- STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (Q4911481) (← links)
- Evolution of multifractal cross-correlations between the Argentina MERVAL Index and international commodities prices (Q5138177) (← links)
- A STOCHASTIC MODEL FOR MULTIFRACTAL BEHAVIOR OF STOCK PRICES (Q5312122) (← links)
- Heterogeneous volatility cascade in financial markets (Q5942417) (← links)
- Correlations and multi-affinity in high frequency financial datasets (Q5947858) (← links)
- A micro-to-macro approach to returns, volumes and waiting times (Q6579670) (← links)
