Volatility forecasting with bivariate multifractal models
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Ruipeng ; Demirer, Riza ; Gupta, Rangan ; Wohar, Mark |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 39.2019, 2 (18.08.), p. 155-167
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2619 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082072