Pages that link to "Item:Q5312122"
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The following pages link to A STOCHASTIC MODEL FOR MULTIFRACTAL BEHAVIOR OF STOCK PRICES (Q5312122):
Displaying 10 items.
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Analytically tractable stochastic stock price models. (Q434149) (← links)
- Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters (Q469958) (← links)
- Multifractality and self-adjustment of the attraction channel of stock market (Q1778417) (← links)
- A risk measure of the stock market that is based on multifractality (Q2128744) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility (Q4687528) (← links)
- (Q4848525) (← links)
- (Q5043261) (← links)