Stochastic volatility as a simple generator of apparent financial power laws and long memory (Q4646514)
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scientific article; zbMATH DE number 7001069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility as a simple generator of apparent financial power laws and long memory |
scientific article; zbMATH DE number 7001069 |
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Stochastic volatility as a simple generator of apparent financial power laws and long memory (English)
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14 January 2019
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financial power laws
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stochastic volatility
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financial time series
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multi-fractal patterns
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