Observability of market daily volatility

Author:

Petroni FilippoORCID,Serva Maurizio

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference15 articles.

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2. Weighted-indexed semi-Markov models for modeling financial returns;D’Amico;J. Stat. Mech. Theory Exp.,2012

3. A semi-Markov model for price returns;D’Amico;Physica A,2012

4. A semi-Markov model with memory for price changes;D’Amico;J. Stat. Mech. Theory Exp.,2011

5. Modelling Financial Time Series;Taylor,1986

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