Heterogeneous Volatility Cascade in Financial Markets
Year of publication: |
[2001]
|
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Authors: | Zumbach, Gilles O. |
Other Persons: | Lynch, Paul (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Forthcoming in Physica A Volltext nicht verfügbar |
Classification: | D40 - Market Structure and Pricing. General ; C22 - Time-Series Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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