Pages that link to "Item:Q4646469"
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The following pages link to Scaling in financial prices: I. Tails and dependence (Q4646469):
Displaying 5 items.
- ``Slimming'' of power-law tails by increasing market returns (Q1599010) (← links)
- Estimating long-range dependence: Finite sample properties and confidence intervals (Q1611161) (← links)
- On the origin of power-law tails in price fluctuations (Q4647591) (← links)
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083) (← links)
- Time-changed Poisson processes of order <i>k</i> (Q5206082) (← links)