OPERATORS ON INHOMOGENEOUS TIME SERIES

DOI10.1142/S0219024901000900zbMath1155.91455OpenAlexW3122093982MaRDI QIDQ3523566

Ulrich A. Müller, Gilles Zumbach

Publication date: 3 September 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024901000900

zbMATH Keywords

operatorsconvolutionderivativevolatilitiesexponential moving averageinhomogeneous time series

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (2)

Market heterogeneities and the causal structure of volatility ⋮ Heterogeneous volatility cascade in financial markets

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