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TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? - MaRDI portal

TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048)

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scientific article; zbMATH DE number 2149542
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English
TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY?
scientific article; zbMATH DE number 2149542

    Statements

    title
    TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (English)
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    author
    Nicolas Boitout
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    Loredana Ureche-Rangau
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    publication date
    30 March 2005
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    zbMATH Keywords
    Long memory
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    stochastic volatility
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    trading volume
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    stochastic cascade
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    multifractal
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    cites work
    Q5538132
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    Q4702173
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    Q5445942
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    Identifiers

    zbMATH DE Number
    2149542
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    OpenAlex ID
    W2081814451
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