Forecasting multifractal volatility
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Publication:5952025
DOI10.1016/S0304-4076(01)00069-0zbMath1040.62084WikidataQ56765181 ScholiaQ56765181MaRDI QIDQ5952025
Laurent E. Calvet, Adlai J. Fisher
Publication date: 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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- Stochastic Calculus
- Convergence of stochastic processes
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