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Modelling fluctuations of financial time series: from cascade process to stochastic volatility model

Unknown author(s)

The European Physical Journal B · 2000 · 252 citations · 0 references

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BusinessEconomicsFinanceFinancial EconomicsStochastic ProcessesTime Series AnalysisAsset Return ModelingFinancial Time Series AnalysisStochastic VolatilityTime Series ForecastingVolatility AnalysisVolatility ModelingFinancial Time Series ForecastingFluctuation DecompositionRandom Fluctuation ModelingStochastic Processes In FinanceStochastic Volatility ModelsTime Series Volatility ModelingVolatility Modelling