Forecasting daily return densities from intraday data: A multifractal approach

✍ Scribed by Hallam, Mark; Olmo, Jose

• Book ID: 125423509
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 599 KB
• Volume: 30
• Category: Article
• ISSN: 0169-2070
• DOI: 10.1016/j.ijforecast.2014.01.007