<?xml version="1.0"?>
<feed xmlns="http://www.w3.org/2005/Atom" xml:lang="en">
	<id>https://en.formulasearchengine.com/index.php?action=history&amp;feed=atom&amp;title=Volatility_clustering</id>
	<title>Volatility clustering - Revision history</title>
	<link rel="self" type="application/atom+xml" href="https://en.formulasearchengine.com/index.php?action=history&amp;feed=atom&amp;title=Volatility_clustering"/>
	<link rel="alternate" type="text/html" href="https://en.formulasearchengine.com/index.php?title=Volatility_clustering&amp;action=history"/>
	<updated>2026-06-09T20:54:41Z</updated>
	<subtitle>Revision history for this page on the wiki</subtitle>
	<generator>MediaWiki 1.43.0-wmf.28</generator>
	<entry>
		<id>https://en.formulasearchengine.com/index.php?title=Volatility_clustering&amp;diff=306402&amp;oldid=prev</id>
		<title>68.82.204.206: Added citation for Mandelbrot quote.</title>
		<link rel="alternate" type="text/html" href="https://en.formulasearchengine.com/index.php?title=Volatility_clustering&amp;diff=306402&amp;oldid=prev"/>
		<updated>2014-02-28T12:24:32Z</updated>

		<summary type="html">&lt;p&gt;Added citation for Mandelbrot quote.&lt;/p&gt;
&lt;a href=&quot;https://en.formulasearchengine.com/index.php?title=Volatility_clustering&amp;amp;diff=306402&amp;amp;oldid=8864&quot;&gt;Show changes&lt;/a&gt;</summary>
		<author><name>68.82.204.206</name></author>
	</entry>
	<entry>
		<id>https://en.formulasearchengine.com/index.php?title=Volatility_clustering&amp;diff=8864&amp;oldid=prev</id>
		<title>en&gt;Khazar2: clean-up, MOS:HYPHEN, replaced: widely- → widely using AWB</title>
		<link rel="alternate" type="text/html" href="https://en.formulasearchengine.com/index.php?title=Volatility_clustering&amp;diff=8864&amp;oldid=prev"/>
		<updated>2013-11-03T21:19:08Z</updated>

		<summary type="html">&lt;p&gt;clean-up, &lt;a href=&quot;/index.php?title=MOS:HYPHEN&amp;amp;action=edit&amp;amp;redlink=1&quot; class=&quot;new&quot; title=&quot;MOS:HYPHEN (page does not exist)&quot;&gt;MOS:HYPHEN&lt;/a&gt;, replaced: widely- → widely using &lt;a href=&quot;/index.php?title=Testwiki:AWB&amp;amp;action=edit&amp;amp;redlink=1&quot; class=&quot;new&quot; title=&quot;Testwiki:AWB (page does not exist)&quot;&gt;AWB&lt;/a&gt;&lt;/p&gt;
&lt;p&gt;&lt;b&gt;New page&lt;/b&gt;&lt;/p&gt;&lt;div&gt;&amp;#039;&amp;#039;&amp;#039;MQV&amp;#039;&amp;#039;&amp;#039; (&amp;#039;&amp;#039;&amp;#039;Menezes–Qu–Vanstone&amp;#039;&amp;#039;&amp;#039;) is an [[authentication|authenticated]] [[protocol (cryptography)|protocol]] for [[key agreement]] based on the [[Diffie–Hellman]] scheme. Like other authenticated Diffie-Hellman schemes, MQV provides protection against an active attacker. The protocol can be modified to work in an arbitrary [[finite group]], and, in particular, [[elliptic curve]] groups, where it is known as &amp;#039;&amp;#039;&amp;#039;elliptic curve MQV (ECMQV)&amp;#039;&amp;#039;&amp;#039;.&lt;br /&gt;
&lt;br /&gt;
MQV was initially proposed by [[Alfred Menezes|Menezes]], Qu and [[Scott Vanstone|Vanstone]] in 1995. It was modified with Law and Solinas in 1998. There are one-, two- and three-pass variants.&lt;br /&gt;
&lt;br /&gt;
MQV is incorporated in the public-key standard [[IEEE P1363]].&lt;br /&gt;
&lt;br /&gt;
Some variants of MQV are claimed in patents assigned to [[Certicom]] [http://www.certicom.com/index.php?action=ip,protocol].&lt;br /&gt;
&lt;br /&gt;
MQV has some weaknesses that were fixed by [[HMQV]] in 2005 [http://eprint.iacr.org/2005/176]; see [http://eprint.iacr.org/2005/205], [http://www.ams.org/notices/200708/tx070800972p.pdf], [http://www.ams.org/notices/200711/tx071101454p.pdf] for an alternative viewpoint.&lt;br /&gt;
&lt;br /&gt;
ECMQV has been dropped from the National Security Agency&amp;#039;s [[NSA Suite B|Suite B]] set of cryptographic standards.&lt;br /&gt;
&lt;br /&gt;
Both MQV and HMQV have weaknesses, that are fixed in the FHMQV protocol (see [http://eprint.iacr.org/2009/408])&lt;br /&gt;
&lt;br /&gt;
__TOC__&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
Alice has a key pair (&amp;#039;&amp;#039;A,a&amp;#039;&amp;#039;) with &amp;#039;&amp;#039;A&amp;#039;&amp;#039; her public key and &amp;#039;&amp;#039;a&amp;#039;&amp;#039; her private key and Bob has the key pair (&amp;#039;&amp;#039;B,b&amp;#039;&amp;#039;) with &amp;#039;&amp;#039;B&amp;#039;&amp;#039; his public key and &amp;#039;&amp;#039;b&amp;#039;&amp;#039; his private key. &lt;br /&gt;
&lt;br /&gt;
In the following &amp;lt;math&amp;gt;\bar{R}&amp;lt;/math&amp;gt; has the following meaning. Let &amp;lt;math&amp;gt;R = (x,y)&amp;lt;/math&amp;gt; be a point on an elliptic curve. Then &amp;lt;math&amp;gt;\bar{R} = (x\, \bmod\, 2^L) + 2^L&amp;lt;/math&amp;gt; where &amp;lt;math&amp;gt;L = \left \lceil \frac{\lfloor \log_{2} n \rfloor + 1}{2} \right \rceil &amp;lt;/math&amp;gt; and &amp;#039;&amp;#039;n&amp;#039;&amp;#039; is the order of the used generator point &amp;#039;&amp;#039;P&amp;#039;&amp;#039;. So &amp;lt;math&amp;gt;\bar{R}&amp;lt;/math&amp;gt; are the first &amp;#039;&amp;#039;L&amp;#039;&amp;#039; bits of the x coordinate of &amp;#039;&amp;#039;R&amp;#039;&amp;#039;.&lt;br /&gt;
&lt;br /&gt;
{| class=&amp;quot;wikitable&amp;quot;&lt;br /&gt;
|-&lt;br /&gt;
! Step&lt;br /&gt;
! Operation&lt;br /&gt;
|-&lt;br /&gt;
| 1&lt;br /&gt;
| Alice generates a key pair (&amp;#039;&amp;#039;X,x&amp;#039;&amp;#039;) by generating randomly &amp;#039;&amp;#039;x&amp;#039;&amp;#039; and calculating X=xP with P a point on an elliptic curve.&lt;br /&gt;
|-&lt;br /&gt;
| 2&lt;br /&gt;
| Bob generates a key pair (&amp;#039;&amp;#039;Y,y&amp;#039;&amp;#039;) in the same way as Alice.&lt;br /&gt;
|-&lt;br /&gt;
| 3&lt;br /&gt;
| Now, Alice calculates &amp;lt;math&amp;gt;S_a = x + \bar{X} a&amp;lt;/math&amp;gt; and sends X to Bob.&lt;br /&gt;
|-&lt;br /&gt;
| 4&lt;br /&gt;
| Bob calculates &amp;lt;math&amp;gt; S_b = y + \bar{Y} b&amp;lt;/math&amp;gt; and sends Y to Alice.&lt;br /&gt;
|-&lt;br /&gt;
| 5&lt;br /&gt;
| Alice calculates &amp;lt;math&amp;gt;K = h \cdot S_a (Y + \bar{Y}B)&amp;lt;/math&amp;gt; and Bob calculates &amp;lt;math&amp;gt;K = h \cdot S_b (X + \bar{X}A)&amp;lt;/math&amp;gt; where &amp;#039;&amp;#039;h&amp;#039;&amp;#039; is the cofactor (see [[Elliptic_curve_cryptography#Domain_parameters|Elliptic curve cryptography: domain parameters]]).&lt;br /&gt;
|-&lt;br /&gt;
| 6&lt;br /&gt;
| The communication of secret &amp;lt;math&amp;gt;K&amp;lt;/math&amp;gt; was successful. A key for a [[symmetric-key algorithm]] can be derived from &amp;#039;&amp;#039;K&amp;#039;&amp;#039;.&lt;br /&gt;
|}&lt;br /&gt;
&lt;br /&gt;
Note: for the algorithm to be secure some checks have to be performed. See Hankerson et al.&lt;br /&gt;
&lt;br /&gt;
===Correctness===&lt;br /&gt;
Bob calculates:&lt;br /&gt;
&amp;lt;math&amp;gt;K = h \cdot S_b (X + \bar{X}A) = h \cdot S_b (xP + \bar{X}aP) = h \cdot S_b (x + \bar{X}a)P = h \cdot S_b S_a P &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Alice calculates:&lt;br /&gt;
&amp;lt;math&amp;gt;K = h \cdot S_a (Y + \bar{Y}B) = h \cdot S_a (yP + \bar{Y}bP) = h \cdot S_a (y + \bar{Y}b)P = h \cdot S_b S_a P &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
So the keys K are indeed the same with &amp;lt;math&amp;gt;K = h \cdot S_b S_a P &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
==See also==&lt;br /&gt;
* [[Elliptic curve cryptography]]&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
* {{cite doi|10.1145/501978.501981}}&lt;br /&gt;
* {{cite doi|10.1023/A:1022595222606}}&lt;br /&gt;
* {{cite doi|10.1007/10958513_19}}&lt;br /&gt;
*  A. Menezes, M. Qu, and S. Vanstone, [http://sacworkshop.org/proc/SAC_95_003.pdf Some new key agreement protocols providing implicit authentication], Preproceedings of Workshops on [[Selected Areas in Cryptography]] (1995).&lt;br /&gt;
* {{cite doi|10.1007/b97644}}&lt;br /&gt;
&lt;br /&gt;
==External links==&lt;br /&gt;
* [http://eprint.iacr.org/2009/408 A Secure and Efficient Authenticated Diffie–Hellman Protocol by Sarr, Elbaz-Vincent, and Bajard]&lt;br /&gt;
* [http://eprint.iacr.org/2005/176 HMQV: A High-Performance Secure Diffie–Hellman Protocol by Hugo Krawczyk]&lt;br /&gt;
* [http://eprint.iacr.org/2005/205 Another look at HMQV]&lt;br /&gt;
* [http://www.cacr.math.uwaterloo.ca/techreports/1998/corr98-05.pdf An Efficient Protocol for Authenticated Key Agreement]&lt;br /&gt;
* [http://grouper.ieee.org/groups/1363/WorkingGroup/presentations/hmqv-and-mqv.ppt MQV and HMQV in IEEE P1363 (power point)]&lt;br /&gt;
&lt;br /&gt;
{{Cryptography navbox | public-key}}&lt;br /&gt;
&lt;br /&gt;
{{DEFAULTSORT:Mqv}}&lt;br /&gt;
[[Category:Key-agreement protocols]]&lt;br /&gt;
[[Category:Elliptic curve cryptography]]&lt;/div&gt;</summary>
		<author><name>en&gt;Khazar2</name></author>
	</entry>
</feed>