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Stylized facts of financial returns

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Mathematical finance Financial market
2026-10-25  0 By others on same topic  0 Discussions Create my own version
Recurring empirical regularities, such as heavy tails, weak return autocorrelation and volatility clustering, observed over specified datasets and sampling scales. They are modelling targets rather than exact universal laws. In particular, absence of linear autocorrelation does not imply independence or absence of nonlinear prediction.

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