about
The subtle nature of financial random walks.Asymptotic scaling properties and estimation of the generalized Hurst exponents in financial data.Parameter estimation and forecasting for multiplicative log-normal cascades.Reliable Multi-Fractal Characterization of Weighted Complex Networks: Algorithms and Implications.Approximated maximum likelihood estimation in multifractal random walks.Empirical method to measure stochasticity and multifractality in nonlinear time series.Generic multifractality in exponentials of long memory processes.Robust Filtering
P2860
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P2860
description
article
@en
im November 2001 veröffentlichter wissenschaftlicher Artikel
@de
wetenschappelijk artikel
@nl
наукова стаття, опублікована в листопаді 2001
@uk
name
Forecasting multifractal volatility
@en
Forecasting multifractal volatility
@nl
type
label
Forecasting multifractal volatility
@en
Forecasting multifractal volatility
@nl
prefLabel
Forecasting multifractal volatility
@en
Forecasting multifractal volatility
@nl
P1476
Forecasting multifractal volatility
@en
P2093
Adlai Fisher
Laurent Calvet
P356
10.1016/S0304-4076(01)00069-0
P577
2001-11-01T00:00:00Z