Author:
Barunik Jozef,Aste Tomaso,Di Matteo T.,Liu Ruipeng
Subject
Condensed Matter Physics,Statistics and Probability
Reference43 articles.
1. The variation of certain speculative prices;Mandelbrot;The Journal of Business,1963
2. B. Mandelbrot, A. Fisher, L. Calvet, A multifractal model of asset returns, Cowles Foundation for Research in Economics, 1997.
3. A multifractal walk down wall street;Mandelbrot;Scientific American,1999
4. Multifractality in asset returns: theory and evidence;Calvet;Review of Economics and Statistics,2002
5. How to forecast long-run volatility: regime switching and the estimation of multifractal processes;Calvet;Journal of Financial Econometrics,2004
Cited by
113 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献