Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets.

Maskawa JI

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DOI: 10.3390/e27040435
Published: 2025 Apr 17
Container: Entropy (Basel, Switzerland)
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.3390/e27040435,
  title = {Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets.},
  author = {Maskawa JI},
  year = {2025},
  journal = {Entropy (Basel, Switzerland)},
  doi = {10.3390/e27040435},
  url = {https://doi.org/10.3390/e27040435}
}

RIS

TY  - JOUR
TI  - Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets.
AU  - Maskawa JI
PY  - 2025
JO  - Entropy (Basel, Switzerland)
DO  - 10.3390/e27040435
UR  - https://doi.org/10.3390/e27040435
ER  -

APA

JI, M. (2025). Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets.. Entropy (Basel, Switzerland). https://doi.org/10.3390/e27040435

Source records

pubmed · retrieved 2026-09-26T06:14:26.912Z
europe-pmc · retrieved 2026-09-26T06:14:26.925Z
doaj · retrieved 2026-09-26T06:14:26.902Z