Pages that link to "Item:Q5947863"
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The following pages link to Microscopic models for long ranged volatility correlations (Q5947863):
Displaying 14 items.
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- Generalized persistence probability in a dynamic economic index (Q1394706) (← links)
- Possible origin of the non-linear long-term autocorrelations within the Gaussian regime (Q1412905) (← links)
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
- From micro-correlations to macro-correlations (Q1692574) (← links)
- Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) (← links)
- Time series analysis for minority game simulations of financial markets (Q1867889) (← links)
- First-passage-time distribution for variable-diffusion processes (Q2403241) (← links)
- From Minority Game to Black&Scholes Pricing (Q4585003) (← links)
- Non-constant rates and over-diffusive prices in a simple model of limit order markets (Q4647254) (← links)
- COULD SHORT SELLING MAKE FINANCIAL MARKETS TUMBLE? (Q5462705) (← links)
- PERSISTENCE PROBABILITY IN FINANCIAL DYNAMICS (Q5700043) (← links)
- Market mechanism and expectations in minority and majority games (Q5947868) (← links)
- Structure of persistently prominent stocks in financial dynamics (Q6620190) (← links)
