Selected Entire List   Vargas, Vincent  affiliation not provided to SSRN  No Address Available   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Vargas, Vincent's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 3 Total Citations 1 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Forecasting Volatility with the Multifractal Random Walk Model | Show Abstract Hide Abstract | Download | Mathematical Finance, Vol. 22, Issue 1, pp. 83-108, 2012 Accepted Paper Series Duchon, Jean affiliation not provided to SSRN Robert, Raoul affiliation not provided to SSRN Vargas, Vincent affiliation not provided to SSRN Posted: 21 Jan 12 3 (330,903) 1 random measures, Gaussian processes, prediction theory, multifractal processes Records 1 - 1 of 1 matches [ 1 ]

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