Continuous cascade models for asset returns (Q844574)
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scientific article; zbMATH DE number 5660202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous cascade models for asset returns |
scientific article; zbMATH DE number 5660202 |
Statements
Continuous cascade models for asset returns (English)
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19 January 2010
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asset return fluctuations
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stochastic volatility
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random cascades
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multi-fractals
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GMM estimation
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volatility forecasts
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value at risk forecasts
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