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Zumbach, Gilles, Lynch, Paul (2001) Heterogeneous volatility cascade in financial markets. Physica A: Statistical Mechanics and its Applications, 298 (3). 521-529 doi:10.1016/s0378-4371(01)00249-7

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Reference TypeJournal (article/letter/editorial)
TitleHeterogeneous volatility cascade in financial markets
JournalPhysica A: Statistical Mechanics and its Applications
AuthorsZumbach, GillesAuthor
Lynch, PaulAuthor
Year2001 (September)Volume298
Issue3
PublisherElsevier BV
DOIdoi:10.1016/s0378-4371(01)00249-7Search in ResearchGate
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Mindat Ref. ID10463586Long-form Identifiermindat:1:5:10463586:7
GUID0
Full ReferenceZumbach, Gilles, Lynch, Paul (2001) Heterogeneous volatility cascade in financial markets. Physica A: Statistical Mechanics and its Applications, 298 (3). 521-529 doi:10.1016/s0378-4371(01)00249-7
Plain TextZumbach, Gilles, Lynch, Paul (2001) Heterogeneous volatility cascade in financial markets. Physica A: Statistical Mechanics and its Applications, 298 (3). 521-529 doi:10.1016/s0378-4371(01)00249-7
In(2001, September) Physica A: Statistical Mechanics and its Applications Vol. 298 (3) Elsevier BV

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