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FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL

✍ Scribed by Jean Duchon; Raoul Robert; Vincent Vargas

Book ID: 111043211
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 741 KB
Volume: 22
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2010.00458.x

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