has been cited by the following article(s):
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[1]
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A Heuristic for Fat-Tailed Stock Market Returns
Financial Analysts Journal,
2024
DOI:10.1080/0015198X.2024.2374226
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[2]
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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
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[3]
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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
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[4]
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Heuristics For Fat-Tailed Stock Market Returns
SSRN Electronic Journal,
2023
DOI:10.2139/ssrn.4630509
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[5]
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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
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[6]
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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
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[7]
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Heuristics For Fat-Tailed Stock Market Returns
SSRN Electronic Journal,
2023
DOI:10.2139/ssrn.4630509
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[8]
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Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time
Journal of Risk and Financial Management,
2019
DOI:10.3390/jrfm12020054
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[9]
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Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time
Journal of Risk and Financial Management,
2019
DOI:10.3390/jrfm12020054
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