Pages that link to "Item:Q5952025"
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The following pages link to Forecasting multifractal volatility (Q5952025):
Displaying 50 items.
- Volatility comovement: a multifrequency approach (Q292013) (← links)
- Impulse control of pension fund contributions, in a regime switching economy (Q297413) (← links)
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Measuring multiscaling in financial time-series (Q508279) (← links)
- Convergence and monotonicity of the hormone levels in a hormone-based content delivery system (Q519017) (← links)
- Generation-by-generation dissection of the response function in long memory epidemic processes (Q614591) (← links)
- Limit theorems for multifractal products of geometric stationary processes (Q726752) (← links)
- Multifractal regime detecting method for financial time series (Q728164) (← links)
- Continuous cascade models for asset returns (Q844574) (← links)
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- Multiscale estimation of processes related to the fractional Black-Scholes equation (Q1424648) (← links)
- How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (Q1615809) (← links)
- Multifractal value at risk model (Q1619380) (← links)
- Long memory and multifractality: a joint test (Q1619397) (← links)
- Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents (Q1699513) (← links)
- Markov fundamental tensor and its applications to network analysis (Q1715839) (← links)
- The scale of predictability (Q1739637) (← links)
- Forecasting non-stationary time series by wavelet process modelling (Q1880993) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- Forecasting volatility in bitcoin market (Q2022929) (← links)
- Approximate maximum likelihood for complex structural models (Q2106374) (← links)
- Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach (Q2123691) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
- Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
- Bad environments, good environments: a non-Gaussian asymmetric volatility model (Q2346031) (← links)
- What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
- Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (Q2445719) (← links)
- A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090) (← links)
- Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
- Temporal aggregation of random walk processes and implications for economic analysis (Q2697076) (← links)
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
- Nonlinear analysis on cross-correlation of financial time series by continuum percolation system (Q2800706) (← links)
- A dynamical approach to stock market fluctuations (Q2843671) (← links)
- Continuous-time skewed multifractal processes as a model for financial returns (Q2897157) (← links)
- Fractional Generalized Random Fields of Variable Order (Q3158169) (← links)
- Multi-scaling in finance (Q3439863) (← links)
- BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE (Q3502982) (← links)
- ECONOPHYSICS AND ECONOMIC COMPLEXITY (Q3603959) (← links)
- Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
- The skewed multifractal random walk with applications to option smiles (Q4646792) (← links)
- TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048) (← links)
- Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility (Q4687528) (← links)
- Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (Q4709879) (← links)
- Scaling and Multiscaling in Financial Series: A Simple Model (Q4906506) (← links)
- MULTIFRACTAL ANALYSIS WITH DETRENDING WEIGHTED AVERAGE ALGORITHM OF HISTORICAL VOLATILITY (Q5024025) (← links)
- A MIXED MULTIFRACTAL ANALYSIS FOR QUASI-AHLFORS VECTOR-VALUED MEASURES (Q5062375) (← links)
