Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility (Q4687528)
From MaRDI portal
scientific article; zbMATH DE number 6952437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility |
scientific article; zbMATH DE number 6952437 |
Statements
Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility (English)
0 references
12 October 2018
0 references
multiplicative volatility models
0 references
long memory
0 references
international volatility forecasting
0 references
out-of-sample performance
0 references
