The following pages link to Multifractal value at risk model (Q1619380):
Displayed 3 items.
- Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA (Q1693939) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- A risk measure of the stock market that is based on multifractality (Q2128744) (← links)