Forecasting multifractal volatility

Laurent Calvet and Adlai Fisher

Journal of Econometrics, 2001, vol. 105, issue 1, 27-58

Date: 2001
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Working Paper: Forecasting multifractal volatility (2001)
Working Paper: Forecasting Multifractal Volatility (2000)
Working Paper: Forecasting Multifractal Volatility (1999)
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