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20002024
most citedSurface Electromagnetic Waves Thermally Excited: Radiative Heat Transfer, Coherence Properties and Casimir Forces Revisited in the Near Field

953 citations

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Showing 2012 · q-fin.STShow all

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q-fin.ST2012★ 51 cited

The fine-structure of volatility feedback I: multi-scale self-reflexivity

Rémy Chicheportiche, Jean-Philippe Bouchaud

We attempt to unveil the fine structure of volatility feedback effects in the context of general quadratic autoregressive (QARCH) models, which assume that today's volatility can b…

q-fin.ST2012★ 14 cited

Study of statistical correlations in intraday and daily financial return time series

Gayatri Tilak, Tamas Szell, Remy Chicheportiche +1

The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the "seasonalities" and market evolution. Using th…