has been cited by the following article(s):
[1]
|
Modeling and simulation of financial returns under non-Gaussian distributions
Physica A: Statistical Mechanics and its Applications,
2023
DOI:10.1016/j.physa.2023.128886
|
|
|
[2]
|
Modeling and simulation of financial returns under non-Gaussian distributions
Physica A: Statistical Mechanics and its Applications,
2023
DOI:10.1016/j.physa.2023.128886
|
|
|
[3]
|
Heuristics For Fat-Tailed Stock Market Returns
SSRN Electronic Journal,
2023
DOI:10.2139/ssrn.4630509
|
|
|
[4]
|
Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time
Journal of Risk and Financial Management,
2019
DOI:10.3390/jrfm12020054
|
|
|