Work

Short time-scale in S&P500 volatility

Year: 2003

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.2003.103

Authors: Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W177587320

FWCI: 6.605

Cites:

Cited by: 56

Related to: 10