Forecasting multifractal volatility (Q5952025)
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scientific article; zbMATH DE number 1687594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting multifractal volatility |
scientific article; zbMATH DE number 1687594 |
Statements
Forecasting multifractal volatility (English)
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2001
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forecasting
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long memory
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multiple frequencies
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stochastic volatility
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weak convergence
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