Conceptio › Archive › NYU Faculty Digital Archive
NYU Faculty Digital Archivemetadata only

Forecasting Multifractal Volatility

Calvet, Laurent et al.
NYU Faculty Digital Archive · Papers
Open Source ↗
forecasting
forecasting, implied volatility, long memory, multifractal model of asset returns, option pricing, poisson multifractal, trading time, volatility smile
This document is indexed with metadata only — full text is not available in the archive for this record. Open the official source ↗
Record · ID 942350
Retrieved via Conceptio — every document is proof-bundled with source, license, and retrieval metadata.