2 Einträge gefunden

1. Forecasting daily variations of stock index returns with a multifractal model of realized volatility

   1. Lux, Thomas
   2. Morales-Arias, Leonardo
   3. Sattarhoff, Cristina

   2014 - Forschungsinformationssystem der UHH
2. A Markov-switching multifractal approach to forecasting realized volatility

   1. Lux, Thomas
   2. Morales-Arias, Leonardo
   3. Sattarhoff, Cristina

   2011 - Forschungsinformationssystem der UHH