Forecasting multifractal volatility
Year of publication: |
2001
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---|---|
Authors: | Calvet, Laurent ; Fisher, Adlai |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 105.2001, 1, p. 27-58
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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