A novel approach to detect volatility clusters in financial...

Physica A: Statistical Mechanics and its Applications 2019 / 12 Vol. 535

A novel approach to detect volatility clusters in financial time series

Trinidad Segovia, J.E., Fernández-Martínez, M., Sánchez-Granero, M.A.
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Volume:
535
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.122452
Date:
December, 2019
File:
PDF, 740 KB
english, 2019
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