Multiscale stochastic dynamics in finance
Year of publication: |
2004
|
---|---|
Authors: | Capobianco, Enrico |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 344.2004, 1, p. 122-127
|
Publisher: |
Elsevier |
Subject: | Semimartingales | Multiscale stochastic processes | Integrated and realized volatility | Spectral analysis |
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