Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (Q2157960)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics |
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Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (English)
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22 July 2022
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volatility aggregation intensity
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statistical physics system
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finite-range exclusion process
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financial price model
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cross-correlation
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volatility-clustering
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MFDFA
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