Continuous cascade models for asset returns (Q844574): Difference between revisions

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Latest revision as of 09:06, 2 July 2024

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Continuous cascade models for asset returns
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    Continuous cascade models for asset returns (English)
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    19 January 2010
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    asset return fluctuations
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    stochastic volatility
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    random cascades
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    multi-fractals
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    GMM estimation
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    volatility forecasts
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    value at risk forecasts
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