Showing 1 - 10 of 10,540
Persistent link: https://www.econbiz.de/10012307709
Persistent link: https://www.econbiz.de/10000956524
Persistent link: https://www.econbiz.de/10000956665
Persistent link: https://www.econbiz.de/10000962614
Empirical studies have shown that a large number of financial asset returns exhibit fat tails and are often characterized by volatility clustering and asymmetry. Also revealed as a stylized fact is Long memory or long range dependence in market volatility, with significant impact on pricing and...
Persistent link: https://www.econbiz.de/10003636008
Persistent link: https://www.econbiz.de/10003729191
Persistent link: https://www.econbiz.de/10003651587
Persistent link: https://www.econbiz.de/10003786974
Persistent link: https://www.econbiz.de/10002111344
Persistent link: https://www.econbiz.de/10003355802