Re: multifractal modeling

nelson wrote:

Hi all,
i'm studying multifractal multiplicative model for time series forecasting. What i wonder is how to fit the model to my data. It seems that a multifractal model only resemble the statistical properties of my dataset, i'm right? Have you got some good reference for mulltifractal modeling of time series? I find many articles, but i can't figure out clearly where to start.

thank in advance,
Andrea

Would you financial parasites never give up ?

Han de Bruijn

.

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