Multiscale behaviour of volatility autocorrelations in a financial market (Q1606375)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale behaviour of volatility autocorrelations in a financial market |
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Multiscale behaviour of volatility autocorrelations in a financial market (English)
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1 September 2002
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scaling analysis
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volatility correlations
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multiscale behaviour
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