<p>The results are averaged over individual stocks. For the NYSE, the time windows are <i>T</i><sub>1</sub> = 24 and <i>T</i><sub>2</sub> = 205. The result for the SSE is displayed in the inset, with the time windows <i>T</i><sub>1</sub> = 10 and <i>T</i><sub>2</sub> = 210.</p
<p>Correlation exponents and characterising the temporal structure in ITT for (a) one hundred NYSE...
We analyze the puzzling behavior of the volatility of individual stock returns over the past few dec...
We investigate the historical volatility of the 100 most capitalized stocks traded in US equity mark...
<p>The probability difference Δ<i>P</i>(<i>t</i>) for (<b>a</b>) 200 individual stocks in the SSE an...
<p>From top to bottom, we report the index time series, the corresponding returns time series, the v...
Options researchers have argued that by averaging together implied standard deviations, or ISDs, cal...
We discuss recent results concerning statistical regularities in the return intervals of volatility ...
<p>From top to bottom, we report the index time series, the corresponding returns time series, the v...
We analyze the puzzling behavior of the volatility of individual stock returns over the past few dec...
<p>From top to bottom, we report the index time series, the corresponding returns time series, the v...
<p>From top to bottom, we report the index time series, the corresponding returns time series, the v...
Market Volatility has been investigated at great lengths, but the measure of historical volatility, ...
The rapid development of financial derivatives trading has a strong appeal to many investors. When i...
The present study addresses the economic interpretation of stock market volatility. We argue that it...
The majority of asset pricing theories relate expected returns on assets to their conditional varian...
<p>Correlation exponents and characterising the temporal structure in ITT for (a) one hundred NYSE...
We analyze the puzzling behavior of the volatility of individual stock returns over the past few dec...
We investigate the historical volatility of the 100 most capitalized stocks traded in US equity mark...
<p>The probability difference Δ<i>P</i>(<i>t</i>) for (<b>a</b>) 200 individual stocks in the SSE an...
<p>From top to bottom, we report the index time series, the corresponding returns time series, the v...
Options researchers have argued that by averaging together implied standard deviations, or ISDs, cal...
We discuss recent results concerning statistical regularities in the return intervals of volatility ...
<p>From top to bottom, we report the index time series, the corresponding returns time series, the v...
We analyze the puzzling behavior of the volatility of individual stock returns over the past few dec...
<p>From top to bottom, we report the index time series, the corresponding returns time series, the v...
<p>From top to bottom, we report the index time series, the corresponding returns time series, the v...
Market Volatility has been investigated at great lengths, but the measure of historical volatility, ...
The rapid development of financial derivatives trading has a strong appeal to many investors. When i...
The present study addresses the economic interpretation of stock market volatility. We argue that it...
The majority of asset pricing theories relate expected returns on assets to their conditional varian...
<p>Correlation exponents and characterising the temporal structure in ITT for (a) one hundred NYSE...
We analyze the puzzling behavior of the volatility of individual stock returns over the past few dec...
We investigate the historical volatility of the 100 most capitalized stocks traded in US equity mark...
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