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bigbossman volatility [6 articles]

Recent papers added to bigbossman library classified by the tag volatility. You can also see everyone's volatility.
  • We Don't Quite Know What We are Talking About When We Talk About Volatility
    SSRN eLibrary (2007)
    by Daniel G Goldstein, Nassim N Taleb
    posted to finance intuition metrics risk statistics volatility bibtex-import by bigbossman on 2007-07-16 16:31:03 as read
  • A data-reconstructed fractional volatility model
    (26 Jun 2007)
    by Rui V Mendes, MJ Oliveira
    posted to volatility by bigbossman on 2007-06-28 13:01:13 as **
  • Intraday dynamics of stock market returns and volatility
    Physica A: Statistical Mechanics and its Applications, Vol. 367 (15 July 2006), pp. 375-387.
    by Faruk Selcuk, Ramazan Gencay
    posted to intraday market stock volatility by bigbossman on 2006-11-09 01:05:51 as read along with 1 person Scis0000002
  • Multiscaling and clustering of volatility
    pp. 140-147.
    posted to clustering multiscale volatility by bigbossman on 2006-11-02 20:40:05 as read
  • Clustering of volatility as a multiscale phenomenon
    The European Physical Journal B - Condensed Matter and Complex Systems, Vol. V16, No. 1. (1 July 2000), pp. 195-201.
    by M Pasquini, M Serva
    posted to clustering multiscale volatility by bigbossman on 2006-11-02 20:38:55 as read
  • Variety and volatility in financial markets
    Physical Review E, Vol. 62, No. 5. (November 2000), 6126.
    by Fabrizio Lillo, Rosario N Mantegna
    posted to markets volatility by bigbossman on 2006-11-02 20:36:25 as read
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