FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL (Q4906541): Difference between revisions
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Latest revision as of 05:12, 6 July 2024
scientific article; zbMATH DE number 6139593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL |
scientific article; zbMATH DE number 6139593 |
Statements
FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL (English)
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28 February 2013
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random measures
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Gaussian processes
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prediction theory
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multifractal processes
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