Forecasting volatility with the multifractal random walk model
Jean Duchon and Raoul Robert; Vincent Vargas
| Year of publication: |
2012
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|---|---|
| Authors: | Duchon, Jean ; Robert, Raoul ; Vargas, Vincent |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 22.2012, 1, p. 83-108
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| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Aktienindex | Stock index | USA | United States | 1989-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009554692