On a universal mechanism for long-range volatility correlations

Quantitative Finance

Volumn 1, Issue 2, 2001, Pages 212-216

  Bouchaud, Jean Philippe ^a,b   Giardina, Irene ^c   Mézard, Marc ^d  

^a CEA SACLAY   (France)

^b Science and Finance   (France)

^c Centre National de la Recherche Scientifique   (France)

^d UNIVERSITÉ PARIS SUD   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008758958     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/1/2/302     Document Type: Article

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