Physica A Statistical Mechanics and its Applications · 2019 · 14 citations · 19 references
BusinessInternational BusinessForecastingInternational FinanceTime Series AnalysisComputational Time Series AnalysisCurrency Risk ManagementForeign Exchange RiskHigh-frequency Data AnalysisTime Series ForecastingVolatility ModelingCurrency ForecastingForeign Exchange Volatility ModelingMultifractal ProcessesVolatility Forecasting
19