Estimation of the Stylized Facts of a Stochastic Cascade Model
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More about this item
Keywordsstochastic cascade; multifractal models; stochastic volatility;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G19 - Financial Economics - - General Financial Markets - - - Other
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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