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Further Thoughts

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Discrete Time Series, Processes, and Applications in Finance

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Abstract

This chapter collects some scattered topics that deserve further discussion or are areas for further research. Among the topics are the definition of the volatility, the importance of heteroscedasticity, the origin of the fat-tailed distributions, the convergence to the normal distribution, or the mean reversion in relation with the very long-term behavior of the processes.

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Authors and Affiliations

  1. Consulting in Financial Research, Saconnex d’Arve, Switzerland

    Gilles Zumbach

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  1. Gilles Zumbach
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Zumbach, G. (2013). Further Thoughts. In: Discrete Time Series, Processes, and Applications in Finance. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-31742-2_20

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