The correlation dimension of returns with stochastic volatility (Q4647595)
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scientific article; zbMATH DE number 7002101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The correlation dimension of returns with stochastic volatility |
scientific article; zbMATH DE number 7002101 |
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The correlation dimension of returns with stochastic volatility (English)
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15 January 2019
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financial returns
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correlation integrals
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stochastic volatility
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scaling
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