Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets
This study investigates the properties of financial markets that arise from the multi-scale structure of volatility, particularly intermittency, by employing robust theoretical tools from nonequilibrium thermodynamics. Intermittency in velocity fields along spatial and temporal axes is a well-known...
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2025-04-01
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| Col·lecció: | Entropy |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/1099-4300/27/4/435 |
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