Pages that link to "Item:Q5234327"
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The following pages link to A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327):
Displaying 3 items.
- Understanding the determinants of volatility clustering in terms of stationary Markovian processes (Q1619870) (← links)
- Stability of financial market driven by information delay and liquidity in delay agent-based model (Q2145000) (← links)
- Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)