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Cross-sectional universalities in financial time series

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  • Gilles Zumbach

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  • Gilles Zumbach, 2015. "Cross-sectional universalities in financial time series," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1901-1912, December.
    • Handle: RePEc:taf:quantf:v:15:y:2015:i:12:p:1901-1912
    DOI: 10.1080/14697688.2015.1060353
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    References listed on IDEAS

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    1. BAUWENS, Luc & HAUTSCH, Nikolaus, 2003. "Dynamic latent factor models for intensity processes," LIDAM Discussion Papers CORE 2003103, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    Cited by:

    1. Damien Challet & Vincent Ragel, 2023. "Recurrent Neural Networks with more flexible memory: better predictions than rough volatility," Working Papers hal-04165354, HAL.
    2. Jean-Philippe Bouchaud & Damien Challet, 2016. "Why have asset price properties changed so little in 200 years," Papers 1605.00634, arXiv.org.

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