Pages that link to "Item:Q5397418"
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The following pages link to Log-normal continuous cascade model of asset returns: aggregation properties and estimation (Q5397418):
Displayed 11 items.
- Random Hermitian matrices and Gaussian multiplicative chaos (Q1626604) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373) (← links)
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871) (← links)
- Intermittent process analysis with scattering moments (Q2338929) (← 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)
- The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (Q2956056) (← links)
- Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting (Q4932831) (← links)
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES (Q4959965) (← links)