SPER
发表于 2025-3-28 17:57:01
A Homoclinic Route to Volatility: Dynamics of Asset Prices Under Autoregressive Forecastinge deterministic model rather than random perturbations are the causes of volatility clustering and of the generation of fat tails. Autocorrelations of prices and returns vanish while those of absolute returns and squared returns persist for high-order lags. Thus, the model is able to reproduce some
CT-angiography
发表于 2025-3-28 21:36:26
http://reply.papertrans.cn/71/7042/704148/704148_42.png
尖叫
发表于 2025-3-29 00:23:26
Improving Individual Risk Management Decisions: Learning from Experience and Coping with Model Uncer
antipsychotic
发表于 2025-3-29 05:50:01
http://reply.papertrans.cn/71/7042/704148/704148_44.png
outset
发表于 2025-3-29 10:26:49
http://reply.papertrans.cn/71/7042/704148/704148_45.png