FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL
| Year of publication: |
2012
|
|---|---|
| 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 10731945. - Vol. 22.2012, 1, p. 83-109
|