• Media type: E-Article
  • Title: The fine-structure of volatility feedback I: Multi-scale self-reflexivity
  • Contributor: Chicheportiche, Rémy; Bouchaud, Jean-Philippe
  • Published: Elsevier BV, 2014
  • Published in: Physica A: Statistical Mechanics and its Applications, 410 (2014), Seite 174-195
  • Language: English
  • DOI: 10.1016/j.physa.2014.05.007
  • ISSN: 0378-4371
  • Origination:
  • Footnote: