On a universal mechanism for long-range volatility correlations
Work
Year: 2001
Type: article
Source: Quantitative Finance
Authors J-P. Bouchaud, Irene Giardina, M. Mzard
Cites: 5
Cited by: 53
Related to: 10
FWCI: 9.909
Citation percentile (by year/subfield): 96.17
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed