Convergence of the spectrum of empirical covariance matrices for independent MRW processes (Q2786484): Difference between revisions

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+Log-normal continuous cascade model of asset returns: aggregation properties and estimation
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+Log-infinitely divisible multifractal processes
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+Spectral measure of heavy tailed band and covariance random matrices
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL
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