Pages that link to "Item:Q844574"
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The following pages link to Continuous cascade models for asset returns (Q844574):
Displayed 13 items.
- Gaussian multiplicative chaos and applications: a review (Q471970) (← links)
- On the estimation of the large deviations spectrum (Q648136) (← links)
- Gaussian multiplicative chaos revisited (Q964779) (← links)
- Convergence of complex multiplicative cascades (Q990377) (← links)
- Hydrodynamic turbulence and intermittent random fields (Q1006309) (← links)
- Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise (Q1938799) (← 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)
- Intermittent process analysis with scattering moments (Q2338929) (← links)
- CONSTRUCTION OF MULTIFRACTAL FRACTIONAL RANDOM WALKS WITH HURST INDEX SMALLER THAN 1/2 (Q2862998) (← links)
- FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL (Q4906541) (← links)
- Log-normal continuous cascade model of asset returns: aggregation properties and estimation (Q5397418) (← links)