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Understanding the determinants of volatility clustering in ..:
Miccichè, S.
Physica A: Statistical Mechanics and its Applications. 462 (2016) - p. 186-197 , 2016
Link:
https://doi.org/10.1016/j.physa.2016.06.081
RT Journal T1 <Title>Understanding the determinants of volatility clustering in terms of stationary Markovian processes</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2016.06.081&Exemplar=1&LAN=DE A1 Miccichè, S. PB Elsevier BV YR 2016 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 462 SP 186 OP 197 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2016.06.081 DO https://doi.org/10.1016/j.physa.2016.06.081 SF ELIB - SuUB Bremen
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