Pages that link to "Item:Q828017"
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The following pages link to Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017):
Displaying 3 items.
- Did long-memory of liquidity signal the European sovereign debt crisis? (Q2288945) (← links)
- Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (Q6067090) (← links)
- A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model (Q6080411) (← links)