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Submitted on : Tuesday, June 29, 2010 - 11:27:37 AM Last modification on : Thursday, January 11, 2018 - 6:19:31 AM
A. Fisher, Laurent-Emmanuel Calvet. Multifractal Volatility: Theory, Estimation and Forecasting. 3rd CSDA Conference on Computational and Financial Econometrics, Oct 2009, Limassol, Cyprus. ⟨hal-00495925⟩