The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
von Hwa Taek Lee
| Year of publication: |
2007
|
|---|---|
| Authors: | Lee, Hwa Taek |
| Other Persons: | Lux, Thomas (contributor) |
| Subject: | Kapitaleinkommen | Capital income | Rendite | Yield | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Schätzung | Estimation | USA | United States | Deutschland | Germany |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | X, 175 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Thesis |
| Language: | English |
| Thesis: | Kiel, Univ., Diss., 2007 |
| Notes: | Internetausg.: http://eldiss.uni-kiel.de/macau/receive/dissertation_diss_00003095 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003767966