Forecasting multifractal volatility (Q5952025)

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scientific article; zbMATH DE number 1687594
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Forecasting multifractal volatility
scientific article; zbMATH DE number 1687594

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    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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