FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL (Q4906541)
From MaRDI portal
scientific article; zbMATH DE number 6139593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL |
scientific article; zbMATH DE number 6139593 |
Statements
FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL (English)
0 references
28 February 2013
0 references
random measures
0 references
Gaussian processes
0 references
prediction theory
0 references
multifractal processes
0 references
