Lattice-oriented percolation system applied to volatility behavior of stock market (Q5126987)
From MaRDI portal
scientific article; zbMATH DE number 7263506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lattice-oriented percolation system applied to volatility behavior of stock market |
scientific article; zbMATH DE number 7263506 |
Statements
Lattice-oriented percolation system applied to volatility behavior of stock market (English)
0 references
21 October 2020
0 references
statistical analysis
0 references
lattice-oriented percolation
0 references
computer simulation
0 references
returns
0 references
link relative price
0 references
long memory
0 references
long-range correlations
0 references
0 references
