A fractal forecasting model for financial time series-Reference-Cited by-同舟云学术

A fractal forecasting model for financial time series

Published:2004 Issue:8 Volume:23 Page:586-601
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Richards Gordon R.

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference42 articles.

1. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns

2. Estimating continuous-time stochastic volatility models of the short-term interest rate

3. Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study

4. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics

Cited by 15 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

1. Predicting electricity demand in Cameroon with enhanced modified exponential models: A focus on the southern integrated grid (S.I.G);e-Prime - Advances in Electrical Engineering, Electronics and Energy;2024-03

2. Fractal Time Series: Background, Estimation Methods, and Performances;Advances in Neurobiology;2024

3. Financial Time Series Modelling Using Fractal Interpolation Functions;AppliedMath;2023-06-29

4. Robustness and sensitivity of some wavelet multifractal models in fractal data modelling;Expert Systems;2023-04-16

5. Analysis of local system behavior in the foreign exchange-market using neural networks and Monte-Carlo method for predictıon and risk assessment;SN Applied Sciences;2023-02-11