Clustering of volatility as a multiscale phenomenon
| Year of publication: |
2000
|
|---|---|
| Authors: | Pasquini, M. ; Serva, M. |
| Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 16.2000, 1, p. 195-201
|
| Publisher: |
Springer |
| Subject: | PACS. 02.50.-r Probability theory | stochastic processes | and statistics - 89.90.+n Other topics of general interest to physicists |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009281537