Clustering of volatility as a multiscale phenomenon

M. Pasquini and M. Serva

The European Physical Journal B: Condensed Matter and Complex Systems, 2000, vol. 16, issue 1, 195-201

Keywords: PACS. 02.50.-r Probability theory; stochastic processes; and statistics - 89.90.+n Other topics of general interest to physicists (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (13)

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DOI: 10.1007/s100510070265

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