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 15 items.
- Gaussian multiplicative chaos and applications: a review (Q471970) (← links)
- Universal tail profile of Gaussian multiplicative chaos (Q783791) (← 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)
- Multifractal processes: definition, properties and new examples (Q2120532) (← links)
- The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373) (← links)
- The conditional law of the Bacry-Muzy and Riemann-Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces (Q2307412) (← links)
- Multifractal analysis of Gaussian multiplicative chaos and applications (Q2679700) (← 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)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
- Shot noise multifractal model for turbulent pseudo-dissipation (Q5854140) (← links)
- Multiplicative chaos of the Brownian loop soup (Q6075074) (← links)