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5. Scaling and memory in the return intervals of realized volatility

Scaling and memory in the return intervals of realized volatility

来源 :北京师范大学 | 被引量 : 0次 | 上传用户：WANGYUEWANG

【作 者】

：

Fei Ren Gao-Feng Gu Wei-Xing Zhou 

【机 构】

：

East China University of Science and Technology, China

【出 处】

：

北京师范大学

【发表日期】

：

2009年12期

【关键词】

：

Econophysics Realized volatility Return interval Scaling Long memory 

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