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Finanscopics index

Finanscopics

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CONTACTS AT FINANSCOPICS.COM

Gilles Zumbach

consulting in financial research

8, ch. ●●●●●●●Baudoin

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Gilles Zumbach

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(Gandi) FR

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Gilles Zumbach

Gandi, 63-●●●●●●●●●●rd Massena

(Gan●●●●aris , (Gandi) 75013

(Gandi) FR

(Gandi)●●●●●●●0377666
(Gandi)●●●●●●●3730576
95●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●@contact.gandi.net

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PAGE TITLE
Finanscopics index | finanscopics.com Reviews
<META>
DESCRIPTION
Finanscopics
<META>
KEYWORDS
1 Finanscopics
2 Finance
3 Time series
4 stylized facts
5 processes
6 heteroskedasticity
7 fat-tail distribution
8 long memory
9 ARCH
10 GARCH
CONTENT
Page content here
KEYWORDS ON
PAGE
base information,purpose,notations,formula,figure descriptions,indexes,two time series comparison,one figure comparison,the home page,the purpose,of this site,and conventions,the formula,the figure descriptions,a pop up,will be appreciated
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Finanscopics index | finanscopics.com Reviews

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Finanscopics

INTERNAL PAGES

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1

Finanscopics menu index

http://www.finanscopics.com/comparisonIndexWithMenu.php

Links to time series. Pop-up to time series. Select the time series to display on the left column:. Constant volatility with normal innovations. Constant volatility with Student innovations. Long Memory Affine Microscopic ARCH. Long Memory Affine Aggregated ARCH. Long Memory Affine Aggregated ARCH. Long Memory Affine Pure Aggregated ARCH. Long Memory Affine Pure Aggregated ARCH. Aggregated ARCH with EMA. Aggregated ARCH with MA. Microscopic ARCH with MA. Long Memory Affine Microscopic ARTCH. Long Memory ...

2

Finanscopics menu index

http://www.finanscopics.com/timeSeriesIndexWithMenu.php

Links to time series. Pop-up to time series. Select the time series:. Constant volatility with normal innovations. Constant volatility with Student innovations. Long Memory Affine Microscopic ARCH. Long Memory Affine Aggregated ARCH. Long Memory Affine Aggregated ARCH. Long Memory Affine Pure Aggregated ARCH. Long Memory Affine Pure Aggregated ARCH. Aggregated ARCH with EMA. Aggregated ARCH with MA. Microscopic ARCH with MA. Long Memory Affine Microscopic ARTCH. Long Memory Affine Aggregated ARTCH.

3

Finanscopics index

http://www.finanscopics.com/timeSeriesIndex.php

Links to time series. Pop-up to time series. Conventions, formula and figure descriptions. Description of the notations and conventions. The formula to compute the returns and volatilities. Description of each pages and graphs. Constant volatility with normal innovations. Constant volatility with Student innovations. Long-Memory Affine Microscopic ARCH. Long-Memory Affine Aggregated ARCH (parameter set 1). Long-Memory Affine Aggregated ARCH (parameter set 2). ARCH-like processes with trend.

4

Finanscopics purposes

http://www.finanscopics.com/purposes.php

Links to time series. Pop-up to time series. This site originates from the following question: within the dozens of processes that attempt to capture the empirical properties of financial time series, which ones can or cannot describe the various stylized facts? One page shows the lagged correlation of the volatility with different representation (linear-linear, linear-log, log-log), in this particular example for CHF/USD. Roughly, an index is given for each time series, allowing to access the pages for ...

5

Finanscopics index

http://www.finanscopics.com/index.php

Links to time series. Pop-up to time series. The background information and explanations about the statistics and graphs can be found in the following pages. For the site, namely this page. Description of the notations. To compute the returns and volatilities. Of each pages and graphs provided for each time series. A set of links. Index for the time series and statistical properties, selected by 2 pop-up menus. A 2-time series comparison. A one figure comparison. Presents in details the motivations, defi...

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Finanscopics index

Links to time series. Pop-up to time series. The background information and explanations about the statistics and graphs can be found in the following pages. For the site, namely this page. Description of the notations. To compute the returns and volatilities. Of each pages and graphs provided for each time series. A set of links. Index for the time series and statistical properties, selected by 2 pop-up menus. A 2-time series comparison. A one figure comparison. Presents in details the motivations, defi...

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