Pages that link to "Item:Q1620210"
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The following pages link to Revisiting the multifractality in stock returns and its modeling implications (Q1620210):
Displaying 5 items.
- Continuous-time skewed multifractal processes as a model for financial returns (Q2897157) (← links)
- (Q3367254) (← links)
- Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility (Q4687528) (← links)
- (Q4848525) (← links)
- A multifractal decomposition according to rate of returns (Q5296698) (← links)