Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility
| Year of publication: |
2014
|
|---|---|
| Authors: | Lux, Thomas ; Leonardo Morales‐Arias ; Sattarhoff, Cristina |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 33.2014, 7, p. 532-541
|
| Publisher: |
John Wiley & Sons, Ltd. |