Multifractal volatility predictors for enhanced portfolio strategies

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Author
Pepic, Selena
Date
2021-05-22
Type
    Master Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000497911
Publication status
published
Contributors
Examiner: Sornette, Didier
Examiner: Hofmann, Thomas
Publisher
ETH Zurich, Department of Computer Science
Organisational unit
09462 - Hofmann, Thomas / Hofmann, Thomas
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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