Multifractal Volatility: Theory, Estimation and Forecasting

A. Fisher; Laurent-Emmanuel Calvet

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Multifractal Volatility: Theory, Estimation and Forecasting

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A. Fisher

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Laurent-Emmanuel Calvet

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Submitted on : Tuesday, June 29, 2010-11:27:37 AM

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hal-00495925 , version 1 (29-06-2010)

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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⟩

Multifractal Volatility: Theory, Estimation and Forecasting

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