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Multifractal Volatility: Theory, Estimation and Forecasting

A. Fisher Laurent-Emmanuel Calvet 1
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
keyword : NC
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https://hal-hec.archives-ouvertes.fr/hal-00495925
Contributor : Antoine Haldemann <>
Submitted on : Tuesday, June 29, 2010 - 11:27:37 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00495925, version 1

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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⟩

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