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Forecasting daily return densities from intraday data: A multifractal approach

Hallam, Mark and Olmo, Jose (2014) 'Forecasting daily return densities from intraday data: A multifractal approach.' International Journal of Forecasting, 30 (4). 863 - 881. ISSN 0169-2070

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Item Type: Article
Subjects: H Social Sciences > HA Statistics
H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
Divisions: Faculty of Social Sciences > Essex Business School
Faculty of Social Sciences > Essex Business School > Essex Finance Centre
Depositing User: Mark Hallam
Date Deposited: 13 Feb 2017 16:30
Last Modified: 16 Nov 2018 11:15
URI: http://repository.essex.ac.uk/id/eprint/18860

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