Pages that link to "Item:Q292013"

The following pages link to Volatility comovement: a multifrequency approach (Q292013):

Displaying 7 items.

• Multifractal value at risk model (Q1619380) (← links)
• Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
• What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
• Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
• On the Regularities of Mass Random Phenomena (Q2950129) (← links)
• Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
• Log-normal continuous cascade model of asset returns: aggregation properties and estimation (Q5397418) (← links)