Forecasting multifractal volatility (Q5952025)
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scientific article; zbMATH DE number 1687594
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8002927899360657
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0.775770902633667
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0.7614241242408752
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0.761152982711792
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0.7589669227600098
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