Pages that link to "Item:Q844574"

The following pages link to Continuous cascade models for asset returns (Q844574):

Displaying 27 items.

• Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
• Gaussian multiplicative chaos and applications: a review (Q471970) (← links)
• On the estimation of the large deviations spectrum (Q648136) (← links)
• Gaussian multiplicative chaos revisited (Q964779) (← links)
• Convergence of complex multiplicative cascades (Q990377) (← links)
• Hydrodynamic turbulence and intermittent random fields (Q1006309) (← links)
• Multifractal value at risk model (Q1619380) (← links)
• The multifractal random walk as pathwise stochastic integral: construction and simulation (Q1745273) (← links)
• Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise (Q1938799) (← links)
• Gaussian multiplicative chaos for symmetric isotropic matrices (Q1946825) (← links)
• Lognormal \(\star\)-scale invariant random measures (Q1950382) (← links)
• Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
• Multifractal processes: definition, properties and new examples (Q2120532) (← links)
• Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
• Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
• Emergence of turbulent epochs in oil prices (Q2213590) (← links)
• Intermittent process analysis with scattering moments (Q2338929) (← links)
• Multifractal analysis of Gaussian multiplicative chaos and applications (Q2679700) (← links)
• CONSTRUCTION OF MULTIFRACTAL FRACTIONAL RANDOM WALKS WITH HURST INDEX SMALLER THAN 1/2 (Q2862998) (← links)
• Towards rigorous analysis of the Levitov–Mirlin–Evers recursion (Q2958859) (← links)
• Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
• Quadratic Hawkes processes for financial prices (Q4555068) (← links)
• FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL (Q4906541) (← links)
• BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES (Q4959965) (← links)
• Universal features of price formation in financial markets: perspectives from deep learning (Q5234368) (← links)
• Log-normal continuous cascade model of asset returns: aggregation properties and estimation (Q5397418) (← links)
• Modeling and forecasting persistent financial durations (Q5864631) (← links)