Modelling financial time series using multifractal random walks (Q5947867)
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scientific article; zbMATH DE number 1666233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling financial time series using multifractal random walks |
scientific article; zbMATH DE number 1666233 |
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Modelling financial time series using multifractal random walks (English)
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23 October 2001
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stochastic volatility processes
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multifractal scaling laws
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multiplicative cascade processes
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