Contribution
the Abdus Salam ICTP, Miramare - Trieste, Italy
-
Adriatico Guest House Kastler Lecture Hall
Microscopic models for long ranged volatility correlations
Speakers
- J-P. BOUCHAUD
Primary authors
- J-P. BOUCHAUD (C.E.A. - S.P.E.C., Gif-sur-Yvette, France and Science & Finance, Paris, France)