Pages that link to "Item:Q430881"
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The following pages link to Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881):
Displayed 7 items.
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- The density of solutions to multifractional stochastic Volterra integro-differential equations (Q898364) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
- Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)