Log-normal continuous cascade model of asset returns: aggregation properties and estimation (Q5397418)
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scientific article; zbMATH DE number 6260372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-normal continuous cascade model of asset returns: aggregation properties and estimation |
scientific article; zbMATH DE number 6260372 |
Statements
Log-normal continuous cascade model of asset returns: aggregation properties and estimation (English)
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20 February 2014
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fractals
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econophysics
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empirical time series analysis
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multifractal model of asset returns
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heteroskedasticity
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stochastic volatility
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volatility modelling
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statistical methods
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