Pages that link to "Item:Q2897157"
From MaRDI portal
The following pages link to Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns (Q2897157):
Displaying 6 items.
- Measuring multiscaling in financial time-series (Q508279) (← links)
- The multifractal random walk as pathwise stochastic integral: construction and simulation (Q1745273) (← links)
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- On a skewed and multifractal unidimensional random field, as a probabilistic representation of Kolmogorov's views on turbulence (Q2330448) (← links)
- Quadratic Hawkes processes for financial prices (Q4555068) (← links)
- On the interplay between multiscaling and stock dependence (Q5215444) (← links)
