duchon.robert.ea:12:forecasting¶
BibTeX Entry:
@article{duchon.robert.ea:12:forecasting,
author = {Duchon, Jean and Robert, Raoul and Vargas, Vincent},
doi = {10.1111/j.1467-9965.2010.00458.x},
fjournal = {Mathematical Finance. An International Journal of Mathematics, Statistics and Financial Economics},
issn = {0960-1627,1467-9965},
journal = {Math. Finance},
mrclass = {60G25 (60G22 60G57 60H40 62M20 91G80)},
mrnumber = {2881881},
mrreviewer = {Nicolas\ Privault},
number = {1},
pages = {83--108},
title = {Forecasting volatility with the multifractal random walk model},
url = {https://doi.org/10.1111/j.1467-9965.2010.00458.x},
volume = {22},
year = {2012}
}