The Volatility Framework The Volatility Framework is a completely open collection of tools, implemented in Python under the GNU General Public License, for the extraction of digital artifacts from volatile memory (RAM) samples. The extraction techni
Direct evidence for inversion formula in multifractal financial volatility measure，蒋志强，周炜星，The inversion formula for conservative multifractal measures was unveiled mathematically a decade ago, which is however not well tested in real complex systems
Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index，牟国华，周炜星，The relaxation dynamics of aftershocks after large volatility shocks are investigated based on two high-frequency data sets of the Shanghai Stock Exchange Comp
With the exception of the volatility pre- mium, our model is intentionally very similar to that of Fama and French (1992) , which is one of the most-cited papers in finance. The classic paper on the volatility premium ( Ang, Hodrick, Xing, & Zhang, 2
Kristjanpoller, W. , & Minutolo, M. C. (2018). A hybrid volatility forecasting frame- work integrating GARCH, artificial neural network, technical analysis and prin- cipal components analysis. Expert Systems with Applications, 109 , 1–11 .
