Forecasting Multifractal Volatility

@article{Calvet1999ForecastingMV,
  title={Forecasting Multifractal Volatility},
  author={Laurent E. Calvet and Adlai J. Fisher},
  journal={Econometrics: Applied Econometrics \& Modeling eJournal},
  year={1999}
}
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261 Citations
Highly Influential Citations
36
Background Citations
96
Methods Citations
68
Results Citations
5

261 Citations

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References

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