Pages that link to "Item:Q4906541"
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The following pages link to FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL (Q4906541):
Displayed 7 items.
- Gaussian multiplicative chaos and applications: a review (Q471970) (← links)
- Gaussian multiplicative chaos for symmetric isotropic matrices (Q1946825) (← links)
- Lognormal \(\star\)-scale invariant random measures (Q1950382) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Convergence of the spectrum of empirical covariance matrices for independent MRW processes (Q2786484) (← links)
- Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns (Q2897157) (← links)
- Volatility is rough (Q4554473) (← links)