Understanding the determinants of volatility clustering in terms of stationary Markovian processes (Q1619870)
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scientific article; zbMATH DE number 6978403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding the determinants of volatility clustering in terms of stationary Markovian processes |
scientific article; zbMATH DE number 6978403 |
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Understanding the determinants of volatility clustering in terms of stationary Markovian processes (English)
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13 November 2018
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volatility
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econophysics
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long-range correlation
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stochastic processes
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first passage time
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0.9177151
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0.91080743
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0.9052248
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0.9051218
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0.89793706
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0.8867395
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0.88550055
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