Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options
| Year of publication: |
2013
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|---|---|
| Authors: | Chuang, Wen-I ; Huang, Teng-Ching ; Lin, Bing-Huei |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 12892786. - Vol. 25.2013, p. 168-187
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