Pages that link to "Item:Q2897157"
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The following pages link to Continuous-time skewed multifractal processes as a model for financial returns (Q2897157):
Displaying 9 items.
- Measuring multiscaling in financial time-series (Q508279) (← links)
- Continuous cascade models for asset returns (Q844574) (← links)
- The multifractal random walk as pathwise stochastic integral: construction and simulation (Q1745273) (← links)
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- On a skewed and multifractal unidimensional random field, as a probabilistic representation of Kolmogorov's views on turbulence (Q2330448) (← links)
- Intermittent random fields. II: Fields with asymmetric increments (Q2565532) (← links)
- Quadratic Hawkes processes for financial prices (Q4555068) (← links)
- On the interplay between multiscaling and stock dependence (Q5215444) (← links)
- A multifractal decomposition according to rate of returns (Q5296698) (← links)
