finanscopics.com valuation and analysis

Robots.txt Information
Robot Path Permission
GoogleBot /
BingBot /
BaiduSpider /
YandexBot /
Meta Tags
Title Finanscopics
Description Finanscopics
Keywords Finanscopics, Finance, Time series, stylized facts, processes, heteroskedasticity, fat-tail distribution, long memory, ARCH, GARCH, stochastic volatility
Server Information
WebSite finanscopics faviconfinanscopics.com
Host IP 93.88.241.221
Location Switzerland
Related Websites
Site Rank
More to Explore
finanscopics.com Valuation
US$1,194
Last updated: 2023-05-20 06:18:44

finanscopics.com has Semrush global rank of 0. finanscopics.com has an estimated worth of US$ 1,194, based on its estimated Ads revenue. finanscopics.com receives approximately 137 unique visitors each day. Its web server is located in Switzerland, with IP address 93.88.241.221. According to SiteAdvisor, finanscopics.com is safe to visit.

Traffic & Worth Estimates
Purchase/Sale Value US$1,194
Daily Ads Revenue US$1
Monthly Ads Revenue US$33
Yearly Ads Revenue US$396
Daily Unique Visitors 9
Note: All traffic and earnings values are estimates.
DNS Records
Host Type TTL Data
finanscopics.com. A 7199 IP: 93.88.241.221
finanscopics.com. NS 86400 NS Record: ns2.infomaniak.ch.
finanscopics.com. NS 86400 NS Record: ns1.infomaniak.ch.
finanscopics.com. MX 86400 MX Record: 5 mta-gw.infomaniak.ch.
finanscopics.com. TXT 86400 TXT Record: v=spf1 include:spf.infomaniak.ch ?all
HtmlToTextCheckTime:2023-05-20 06:18:44
Base information Home Purpose FAQ Notations Formula Figure descriptions Indexes Links to time series Pop-up to time series Two-time series comparison One figure comparison The finanscopics web site is devoted to understanding the statistical properties of financial time series, both for empirical data or for processes. The goal is to compare the statistical properties (the so called "stylized facts") in a systematic and uniform way, for various financial time series. This site presents many graphics visualizing various statistics. For example, the lagged correlation for the volatility (directly related to the heteroskedasticity) can be displayed for empirical FX time series (CHF/USD, JPY/USD, etc...) and for various processes (GARCH, long-memory ARCH, stochastic volatility, regime switching, etc...). For the return and the volatility, the main properties that are analyzed are the statistical distributions (with the possible fat-tails), various scaling for the distributions (related to
HTTP Headers
HTTP/1.1 200 OK
Date: Tue, 17 Jan 2023 09:20:57 GMT
Server: Apache
Content-Type: text/html