Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with reference-request
Search options not deleted
user 9336
use this tag to signal questions about books or papers on a specific topic. Please have a careful look at questions already answered on the same topic in this category.
1
vote
Does heteroskedasticity of returns depend on the time frame?
This paper states that heteroskedasticity is a stylized fact in daily as well as intra-day returns: https://statistik.econ.kit.edu/download/doc_secure1/HandbookITandFinan.pdf
- 5,835
29
votes
Accepted
Worked examples of applying Ito's lemma
These are all examples on Ito Formula in its general form (with quadratic variations):
- 5,835